UComp (version 5.1)

UCcomponents: UCcomponents

Description

Estimates unobserved components of UC models Standard methods applicable to UComp objects are print, summary, plot, fitted, residuals, logLik, AIC, BIC, coef, predict, tsdiag.

Usage

UCcomponents(sys)

Value

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

• comp: Estimated components in matrix form

• compV: Estimated components variance in matrix form

Arguments

sys

an object of type UComp created with UC or UCforecast

Author

Diego J. Pedregal

See Also

UC, UCforecast, UCvalidate, UCfilter, UCsmooth, UCdisturb, UChp

Examples

if (FALSE) {
m1 <- UC(log(AirPassengers))
m1 <- UCcomponents(m1)
}