UComp (version 5.1)

ETScomponents: ETScomponents

Description

Estimates components of ETS models

Usage

ETScomponents(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 ETS created with ETSforecast

Author

Diego J. Pedregal

See Also

ETS, ETSforecast, ETSvalidate, ETSestim

Examples

if (FALSE) {
m1 <- ETS(log(gdp))
m1 <- ETScomponents(m1)
}