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)))