TSmodel                 package:dse1                 R Documentation

_T_i_m_e _S_e_r_i_e_s _M_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     Construct or extract a "TSmodel" from objects.

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

     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.

_D_e_t_a_i_l_s:

     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.

_S_e_e _A_l_s_o:

     'ARMA', 'SS', 'TSestModel', 'TSdata'

