Prints a detailed report of the estimated variance parameters for a FASSTER model. This includes the state noise variances (W) for each model component and the observation noise variance (V).
Usage
# S3 method for class 'FASSTER'
report(object, ...)Value
Invisibly returns NULL. Called for its side effect of printing the variance report to the console.
Details
The report displays:
State noise variances (W): The variance of the random innovations for each state component, grouped by model term.
Observation noise variance (V): The variance of the measurement error.
Examples
library(tsibble)
fit <- as_tsibble(mdeaths) |>
model(FASSTER(value ~ trend(1) + fourier(12)))
# Print variance report
report(fit)
#> Series: value
#> Model: FASSTER
#>
#> Estimated variances:
#> State noise variances (W):
#> fourier(12)
#> 5.8919e-15 9.9142e-15 1.0420e-14 2.5508e-14 4.4283e-14 3.0217e-14 3.1047e-14 2.6410e-14 2.8499e-14 4.3367e-14 9.1290e-15
#> trend(1)
#> 1.9118e+03
#>
#> Observation noise variance (V):
#> 1.1359e+04
#>
#> Initial states (m0):
#> fourier(12): 3.1018e+02
#> fourier(12): 4.3228e+02
#> fourier(12): -2.6396e+00
#> fourier(12): 1.0825e+02
#> fourier(12): 7.9098e-01
#> fourier(12): -6.9576e+00
#> fourier(12): 1.6938e+00
#> fourier(12): 4.8947e+01
#> fourier(12): 5.1493e+00
#> fourier(12): 2.3894e+01
#> fourier(12): 6.0760e+00
#> trend(1): 1.4712e+03