is.gmwm

is.gts

is.imu

is.lts

is.ts.model

is.wvar

A <code>gts</code>, <code>imu</code>, <code>lts</code> object.


Is the object a
<code>gts</code>, <code>imu</code>, <code>lts</code>, <code>wvar</code>, or <code>gmwm</code> object?


Generalized Method of Wavelet Moments (GMWM) is an estimation
technique for the parameters of time series models. It uses the wavelet variance
in a moment matching approach that makes it particularly suitable for the
estimation of certain state-space models. Furthermore, there exists a robust
implementation of GMWM, which allows the robust estimation of some state-space
models and ARIMA models. Lastly, the package provides the ability to quickly
generate time series data, perform different wavelet decompositions, and
visualizations.

is.gts: Is GMWM Object

Description

Usage

Arguments

Value

Details