tfarima (version 0.3.2)

ucomp.tfm: Unobserved components

Description

ucomp estimates the unobserved components of a time series (trend, seasonal, cycle, stationary and irregular) from the eventual forecast function.

Usage

# S3 method for tfm
ucomp(
  mdl,
  y = NULL,
  method = c("mixed", "forecast", "backcast"),
  envir = NULL,
  ...
)
ucomp(mdl, ...)
# S3 method for um
ucomp(
  mdl,
  z = NULL,
  method = c("mixed", "forecast", "backcast"),
  envir = NULL,
  ...
)

Arguments

mdl

an object of class um or tfm.

y

an object of class ts.

method

forward/backward forecasts or a mixture of the two.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

...

additional arguments.

z

an object of class ts.

Value

A matrix with the unobserved components.

Examples

# NOT RUN {
Z <- AirPassengers
um1 <- um(Z, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
uc <- ucomp(um1)
# }