model_theta {simts} | R Documentation |
Generate the ts model object's theta vector
Description
Creates the ts.model's theta vector
Usage
model_theta(desc)
Arguments
desc |
A |
Details
This function currently does NOT support ARMA(P,Q) models. That is, there is no support for ARMA(P,Q), AR(P), or MA(Q). There is support for ARMA11, AR1, MA1, GM, WN, DR, QN, and RW.
Value
A vec
with values initialized at 0 that span the space of parameters to be estimated.
[Package simts version 0.2.2 Index]