Estimate UCARIMA Model

Usage

ucarima_estimate(x, ucm, stdev = TRUE)

Arguments

x: Univariate time series
ucm: An UCARIMA model returned by ucarima_model().
stdev: TRUE if standard deviation of the components are computed

Value

A matrix containing the different components and their standard deviations if stdev is TRUE.

Examples

mod1 <- arima_model("trend", delta = c(1, -2, 1))
mod2 <- arima_model("noise", variance = 16)
hp <- ucarima_model(components = list(mod1, mod2))
#> Error in .jcheck(): java.lang.NoClassDefFoundError: Could not initialize class jdplus.toolkit.base.protobuf.modelling.ModellingProtos$ArimaModel
s <- log(aggregate(Retail$AutomobileDealers))
all <- ucarima_estimate(s, hp, stdev = TRUE)
#> Error: object 'hp' not found
plot(s, type = "l")

t <- ts(all[, 1], frequency = frequency(s), start = start(s))
#> Error in all[, 1]: object of type 'builtin' is not subsettable
lines(t, col = "blue")
#> Error in as.double(y): cannot coerce type 'closure' to vector of type 'double'