UComp (version 4.0.1)

PTScomponents: PTScomponents

Description

Estimates components of PTS models

Usage

PTScomponents(m)

Value

The same input object with the appropriate fields filled in, in particular:

• comp: Estimated components in matrix form

Arguments

m

an object of type PTS created with PTSmodel

Author

Diego J. Pedregal

See Also

PTSmodel, PTSsetup, PTSestim, PTSvalidate, PTS

Examples

if (FALSE) {
m1 <- PTS(log(AirPassengers))
m1 <- PTScomponents(m1)
}