Local Linear Trend
Usage
locallineartrend(
name,
levelVariance = 0.01,
slopevariance = 0.01,
fixedLevelVariance = FALSE,
fixedSlopeVariance = FALSE
)
Arguments
- name
name of the component.
- levelVariance
variance of the level (\(\sigma^2_l\))
- fixedLevelVariance, fixedSlopeVariance
boolean that triggers the estimation of the variances \(\sigma^2_l\) and \(\sigma^2_n\) (
FALSE
) or fixes it (TRUE
) to a pre-specified value set by the parameterslevelVariance
andslopevariance
.