data("us_retail_sales") suppressMessages(suppressWarnings(library(xts))) suppressMessages(suppressWarnings(library(tsaux))) y <- as.xts(us_retail_sales) spec_constant_benchmark <- issm_modelspec(y, slope = TRUE, seasonal = TRUE, seasonal_frequency = 12, seasonal_harmonics = 5) mod_constant_benchmark <- estimate(spec_constant_benchmark) constant_benchmark <- c("alpha" = 0.3761183584, "beta" = 0.0028909622, "gamma12.1" = -0.0005341079, "gamma12.2" = 0.0005066655, "sigma" = 12448.09, "LogLik" = -4317.608) spec_dynamic_benchmark <- issm_modelspec(y, slope = TRUE, seasonal = TRUE, variance = "dynamic", seasonal_frequency = 12, seasonal_harmonics = 5) mod_dynamic_benchmark <- estimate(spec_dynamic_benchmark) dynamic_benchmark <- c("alpha" = 0.2794620879, "beta" = 0.0009843874, "gamma12.1" = 0.0002238915, "gamma12.2" = -0.0009547473, "eta" = 0.1366928283, "delta" = 0.8237582308, "LogLik" = -4270.23) spec_bc_benchmark <- issm_modelspec(y, slope = TRUE, seasonal = TRUE, seasonal_frequency = 12, seasonal_harmonics = 5, lambda = NA) mod_bc_benchmark <- estimate(spec_bc_benchmark) bc_benchmark <- c("alpha" = 0.2140389701, "beta" = 0.1152212311, "gamma12.1" = 0.0004977683, "gamma12.2" = 0.0022594349, "lambda" = 0.1773974450, "sigma" = 0.2927909, "LogLik" = -4220.628) spec_auto <- issm_modelspec(y, auto = TRUE, slope = c(TRUE, FALSE), seasonal = TRUE, seasonal_frequency = 12, seasonal_harmonics = list(c(5)), top_n = 2) mod_auto <- estimate(spec_auto)