fit.stsm {tfarima} | R Documentation |
fit
fits the stsm to the time series y.
## S3 method for class 'stsm'
fit(mdl, method = "BFGS", show.iter = FALSE, ...)
mdl |
an object of class |
method |
argument of the |
show.iter |
logical value to show or hide the estimates at the different iterations. |
... |
other arguments. |
An object of class "stsm" with the estimated variances.
# Local level model
b <- 1
C <- as.matrix(1)
stsm1 <- stsm(Nile, b, C, s2v = c(lvl = 0.5), s2u = c(irr = 1), fit = FALSE)
stsm1 <- fit(stsm1, method = "L-BFGS-B")