dlm-js
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    Interface DlmOptions

    DLM model configuration options

    interface DlmOptions {
        arphi?: number[];
        fitar?: boolean;
        fullseas?: boolean;
        ns?: number;
        order?: number;
        spline?: boolean;
        trig?: number;
    }

    Properties

    arphi?: number[]

    AR coefficients; adds AR(p) block where p = arphi.length (default: [])

    fitar?: boolean

    Fit AR coefficients via MLE optimization (default: false)

    fullseas?: boolean

    Use full seasonal component with ns-1 states (default: false)

    ns?: number

    Number of seasons per cycle (default: 12)

    order?: number

    Polynomial trend order: 0 = level, 1 = level+slope, 2 = quadratic (default: 1)

    spline?: boolean

    Spline mode: modifies W for order=1 (default: false)

    trig?: number

    Number of trigonometric harmonic pairs; overrides fullseas if > 0 (default: 0)

    Properties