TSmodel {dse1} | R Documentation

## Time Series Models

### Description

Construct or extract a "TSmodel" from objects.

### Usage

        TSmodel(obj, ...)
        ## S3 method for class 'TSmodel':
        TSmodel(obj, ...)
        ## S3 method for class 'TSestModel':
        TSmodel(obj, ...)
        is.TSmodel(obj)

### Arguments

`obj` | An object containing an object of class TSmodel or a list containing the information necessary to build an object of class "TSmodel".
`...` | arguments passed to other methods.

### Details

This is a generic method which will extract a "TSmodel" from an object (e.g. a TSestModel. The default method will try to build an ARMA or state-space "TSmodel" from a list, which must contain the necessary information.

This class of objects is returned by estimation methods or can be built according to the description for specific sub-classes (eg "ARMA", "SS").

The `TSmodel` class of objects has methods for the generic functions `print, testEqual, seriesNames, seriesNamesInput, seriesNamesOutput, l, roots, stability, forecast, featherForecasts, horizonForecasts, simulate, MonteCarloSimulations`

Also, the function `is.TSmodel` and the functions `toSS, toARMA, to.troll` are supported. Other model classes inherit from the class `TSmodel`.

This class of objects contains a time series model. It is the class of objects expected by many of the functions in this library.

Sub-class (e.g. ARMA and SS for linear, time-invariant ARMA and state space models.) are documented individually. Many of the functions in this library are designed for estimating and converting among various representations of these types of models.

### See Also

`ARMA`, `SS`, `TSestModel`, `TSdata`

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