tsSmooth {stats} | R Documentation

## Use Fixed-Interval Smoothing on Time Series

### Description

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.

### Usage

    tsSmooth(object, ...)

### Arguments

`object` | a time-series fit. Currently only class `"StructTS"` is supported
`...` | possible arguments for future methods.

### Value

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.)

### Author(s)

B. D. Ripley

### References

Durbin, J. and Koopman, S. J. (2001) Time Series Analysis by State Space Methods. Oxford University Press.

### See Also

`KalmanSmooth`, `StructTS`.

For examples consult `AirPassengers`, `JohnsonJohnson` and `Nile`.

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