UCcomponents function

UCcomponents

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

UCcomponents(sys)

Arguments

• sys: an object of type UComp created with UC or UCforecast

Returns

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

Examples

## Not run:

m1 <- UC(log(AirPassengers))
m1 <- UCcomponents(m1)
## End(Not run)

See Also

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

Author(s)

Diego J. Pedregal