| % File src/library/stats/man/tsSmooth.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{tsSmooth} |
| \alias{tsSmooth} |
| \alias{tsSmooth.StructTS} |
| \title{Use Fixed-Interval Smoothing on Time Series} |
| \description{ |
| Performs fixed-interval smoothing on a univariate time series via a |
| state-space model. Fixed-interval smoothing gives the best estimate |
| of the state at each time point based on the whole observed series. |
| } |
| \usage{ |
| tsSmooth(object, \dots) |
| } |
| \arguments{ |
| \item{object}{a time-series fit. Currently only class |
| \code{"\link{StructTS}"} is supported} |
| \item{\dots}{possible arguments for future methods.} |
| } |
| \value{ |
| A time series, with as many dimensions as the state space and results |
| at each time point of the original series. (For seasonal models, only |
| the current seasonal component is returned.) |
| } |
| |
| \references{ |
| Durbin, J. and Koopman, S. J. (2001) \emph{Time Series Analysis by |
| State Space Methods.} Oxford University Press. |
| } |
| |
| \author{ B. D. Ripley } |
| |
| \seealso{ |
| \code{\link{KalmanSmooth}}, \code{\link{StructTS}}. |
| |
| For examples consult \code{\link{AirPassengers}}, |
| \code{\link{JohnsonJohnson}} and \code{\link{Nile}}. |
| } |
| \keyword{ts} |
| |