autostsm: stsm_init_vals – R documentation

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stsm_init_vals

Get initial values for the Kalman filter

Get initial values for the Kalman filter

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

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

list containing the initial values for the Kalman filter

Automatic Structural Time Series Models

v1.3

GPL (>= 2)

Authors

Alex Hubbard

Initial release

2021-05-01