tsSmooth                package:stats                R Documentation

_U_s_e _F_i_x_e_d-_I_n_t_e_r_v_a_l _S_m_o_o_t_h_i_n_g _o_n _T_i_m_e _S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Performs fixed-interval smoothing on a univariate time series via
     a state-space model.  Fixed-interval smoothing gives the best
     estimate of the state at each time point based on the whole
     observed series.

_U_s_a_g_e:

     tsSmooth(object, ...)

_A_r_g_u_m_e_n_t_s:

  object: a time-series fit.  Currently only class '"StructTS"' is
          supported

     ...: possible arguments for future methods.

_V_a_l_u_e:

     A time series, with as many dimensions as the state space and
     results at each time point of the original series.  (For seasonal
     models, only the current seasonal component is returned.)

_A_u_t_h_o_r(_s):

     B. D. Ripley

_R_e_f_e_r_e_n_c_e_s:

     Durbin, J. and Koopman, S. J. (2001) _Time Series Analysis by
     State Space Methods._  Oxford University Press.

_S_e_e _A_l_s_o:

     'KalmanSmooth', 'StructTS'.

     For examples consult 'AirPassengers', 'JohnsonJohnson' and 'Nile'.