TSmodel                 package:dse1                 R Documentation

_T_i_m_e _S_e_r_i_e_s _M_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     Construct or extract a "TSmodel" from objects.

_U_s_a_g_e:

         TSmodel(model, ...)
         TSmodel(model)
         TSmodel(model)
         is.TSmodel(obj)

_A_r_g_u_m_e_n_t_s:

     obj: An object containing an object of class TSmodel or a list
          containing the  information necessary to build an object of
          class "TSmodel".

_D_e_t_a_i_l_s:

     This is a generic method which will extract a "TSmodel" from an
     object (e.g. a TSestModel. The default method will try to build an
     ARMA or state-space  "TSmodel" from a list, which must contain the
     necessary information.

     This class of objects is returned by estimation methods or can be
     built  according to the description for specific sub-classes (eg
     "ARMA", "SS").

     The `TSmodel' class of objects has methods for the generic
     functions `print, test.equal, series.names, input.series.names,
     output.series.names, l, roots, stability,   forecast,
     feather.forecasts, horizon.forecasts, simulate,
     monte.carlo.simulations'

     Also, the function `is.TSmodel' and the functions `to.SS, to.ARMA,
     to.troll' are supported. Other model classes inherit from the
     class `TSmodel'.

     This class of objects contains a time series model. It is the
     class of objects expected by many of the functions in this
     library.  

     Sub-class (e.g. ARMA and SS for linear, time-invariant ARMA and
     state space models.) are documented individually. Many of the
     functions in this library are designed for estimating and
     converting among various representations of these types of models.

_S_e_e _A_l_s_o:

     `ARMA', `SS', `TSestModel', `TSdata'

