Specials {sspir}R Documentation

Special functions used in ssm formulas

Description

Auxiliary function for modelling the time-dependent trend patterns when formulating ssm models.

Usage

polytrig(time, period = 365.25, degree = 1)
polytime(time, degree = 1)
sumseason(time, period = 12)
season(time, period = 12)

Arguments

time a vector giving the observation times, eg. 1:n.
period the period of the seasonal pattern.
degree the degree of the trigonometric polynomial or the degree of the polynomial time trend.

Details

polytrig defines a trigonometric polynomial in time, polytime defines a polynomial time trend, sumseason produces a seasonal pattern in which the factors sum to zero over the period, and season defines a factor.

Author(s)

Claus Dethlefsen and Søren Lundbye-Christensen.

See Also

ssm, kfilter, smoother, getFamily.


[Package sspir version 0.1.0 Index]