Retrieves the components of the model (univariate case) or the components corresponding to a given equation (multivariate case)

Retrieves the components of the model (univariate case) or the components corresponding to a given equation (multivariate case)

Usage

smoothed_components(model, equation = 1, fast = TRUE)

Arguments

model

Estimated state space model

equation

Equation containing the components

fast

if true, only the components are computed. Otherwise, their stdev are also computed (not returned but available for future use).

Value

A matrix with the components

Examples

model<-model()
llt<-locallineartrend("llt")
seas<-seasonal("seas", 12, "Crude")
n<-noise("n")
add(model,llt)
add(model,seas)
add(model,n)
y<-rjd3toolkit::Retail$BookStores
emodel<-estimate(model, y)
scmp<-smoothed_components(emodel)
high<-cbind(scmp[,1], y-scmp[,2])
low<-scmp[,c(2,3)]
matplot(high, type='l')

matplot(low, type='l')