autostsm: stsm_init_pars – R documentation

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stsm_init_pars

Get initial parameter estimates for estimation

Get initial parameter estimates for estimation

stsm_init_pars(
  y,
  freq,
  trend,
  cycle,
  decomp = "",
  seasons = NULL,
  prior = NULL
)

`y`	an object created from stsm_detect_frequency
`freq`	Frequency of the data
`trend`	Trend specification ("random-walk", "random-walk-drift", "double-random-walk", "random-walk2").
`cycle`	The period for the longer-term cycle
`decomp`	Decomposition model ("tend-cycle-seasonal", "trend-seasonal", "trend-cycle", "trend-noise")
`seasons`	The seasonal lengths to split the seasonality into
`prior`	A data table created by stsm_prior

named vector containing the initial parameter estimates for estimation

Automatic Structural Time Series Models

v1.3

GPL (>= 2)

Authors

Alex Hubbard

Initial release

2021-05-01