Create an Drift (DR) Process

Sets up the necessary backend for the DR process.

DR(omega = NULL)

Arguments

omega

A double value for the slope of a DR process (see Note for details).

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "DR"

theta

slope

print

String containing simplified model

plength

Number of parameters

obj.desc

y desc replicated x times

obj

Depth of parameters e.g. list(1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Note

We consider the following model: $$Y_t = \omega t$$

Author

James Balamuta

Examples

DR()
DR(omega=3.4)