ATA.CoreR Documentation

The core algorithm of the ATA Method

Description

The core algorithm of the ATA Method

Usage

ATA.Core(X, pk, qk, phik, mdlType, initialLevel, initialTrend)

Arguments

X

A numeric vector or time series.

pk

Value of Level parameter.

qk

Value of Trend parameter.

phik

Value of Damping Trend parameter.

mdlType

An one-character string identifying method using the framework terminology.

initialLevel

If NULL, FALSE is default. If FALSE, ATA Method calculates the pth observation in X for level. If TRUE, ATA Method calculates average of first p value in Xfor level.

initialTrend

If NULL, FALSE is default. If FALSE, ATA Method calculates the qth observation in X(T)-X(T-1) for trend. If TRUE, ATA Method calculates average of first q value in X(T)-X(T-1) for trend.

Value

Returns an object of class "ATA"