EVOLUTION-MANAGER
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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Use Fixed-Interval Smoothing on Time Series</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for tsSmooth {stats}"><tr><td>tsSmooth {stats}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Use Fixed-Interval Smoothing on Time Series</h2> <h3>Description</h3> <p>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. </p> <h3>Usage</h3> <pre> tsSmooth(object, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>object</code></td> <td> <p>a time-series fit. Currently only class <code>"<a href="StructTS.html">StructTS</a>"</code> is supported</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>possible arguments for future methods.</p> </td></tr> </table> <h3>Value</h3> <p>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.) </p> <h3>Author(s)</h3> <p> B. D. Ripley </p> <h3>References</h3> <p>Durbin, J. and Koopman, S. J. (2001) <em>Time Series Analysis by State Space Methods.</em> Oxford University Press. </p> <h3>See Also</h3> <p><code><a href="KalmanLike.html">KalmanSmooth</a></code>, <code><a href="StructTS.html">StructTS</a></code>. </p> <p>For examples consult <code><a href="../../datasets/html/AirPassengers.html">AirPassengers</a></code>, <code><a href="../../datasets/html/JohnsonJohnson.html">JohnsonJohnson</a></code> and <code><a href="../../datasets/html/Nile.html">Nile</a></code>. </p> <hr /><div style="text-align: center;">[Package <em>stats</em> version 3.6.0 <a href="00Index.html">Index</a>]</div> </body></html>