Takes a series of i.
Takes a series of i.i.d. observations and returns a time series based on it with the time-dependent effects of this model added.
Time series of i.i.d. observations.
Array to put the filtered series, can be the same as ts.
The dest series, for convenience.
Returns the log likelihood of the parameters on the given time series.
Returns the log likelihood of the parameters on the given time series.
Based on http://swopec.hhs.se/hastef/papers/hastef0564.pdf
Takes a time series that is assumed to have this model's characteristics and returns a time series with time-dependent effects of this model removed.
Takes a time series that is assumed to have this model's characteristics and returns a time series with time-dependent effects of this model removed.
This is the inverse of TimeSeriesModel#addTimeDependentEffects.
Time series of observations with this model's characteristics.
Array to put the filtered series, can be the same as ts.
The dest series, for convenience.