UCsmooth function

UCsmooth

Runs the Fixed Interval Smoother for UC models Standard methods applicable to UComp objects are print, summary, plot, fitted, residuals, logLik, AIC, BIC, coef, predict, tsdiag.

UCsmooth(sys)

Arguments

• sys: an object of type UComp created with UC

Returns

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

• yFit: Fitted values of output
• yFitV: Variance of fitted values of output
• a: State estimates
• P: Variance of state estimates (diagonal of covariance matrices)

Examples

## Not run:

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

See Also

UC, UCforecast, UCvalidate, UCfilter, UCdisturb, UCcomponents, UChp

Author(s)

Diego J. Pedregal