Create the model and specify the latent variables

Functions required to create a JD+ state-space model and define the blocks of latent variables desired

jd3_ssf_model


This function creates a state-space model of the class JD3_SsfModel

output

JD+ object of the class JD3_SsfModel

usage

jd3_ssf_model()

Examples of use

Create a model and assign the R name myModel

myModel<-jd3_ssf_model()

add


This function adds a block of latent variables belonging to the JD+ class JD3_SsfItem into the state-space model JD3_SsfModel

output

Modifies a JD+ object of the class JD3_SsfModel

usage

add(object, item)

Argument Definition Default Remarks
object JD3_SsfModel object generated with the jd3_ssf_model() function
item JD3_SsfItem object representing a block of latent variables with dynamics given by a specific time-series model generated with a function specific for each type of time-series model: jd3_ssf_ar(...), jd3_ssf_ar2(...), jd3_ssf_sae(...), jd3_ssf_msae(...), jd3_ssf_seasonal(...), jd3_ssf_noise(...), jd3_ssf_locallevel(...), jd3_ssf_locallineartrend(...)

Examples of use

Create first a model named myModel

myModel<-jd3_ssf_model()

and then add, for instance, a trend and a cycle

myModel<-jd3_ssf_model()
add(myModel, jd3_ssf_locallineartrend("trend"))
add(myModel, jd3_ssf_ar2("cycle", c(1, -.5)))