MARSS Manual
Preface
Installation
Author
Citation
Part 1. Overview
1
Overview
1.1
MARSS model form
1.2
Examples of MARSS models
2
How to get started (quickly)
3
Getting your data in right format
3.1
ts
objects
3.1.1
Univariate
ts
object
3.1.2
Multivariate
ts
object
3.2
tsibble
objects
Part 2. Examples
4
Output
5
Univariate Models
5.1
Random walk with drift
5.2
Random walk with time-varying parameters
5.3
AR(1) observed with error
5.4
Linear regression
5.5
Linear regression with AR(1) errors
5.6
Linear regression with AR(1) errors and independent errors
5.7
Linear regression with AR(1) driven by covariate
5.8
Flat level model
5.9
Linear trend model
5.10
Stochastic level model
5.11
Stochastic slope model
Part 3. Outputs
6
MARSS outputs
7
MARSS Residuals
8
Confidence Intervals
9
Predictions
Part 4. Tips and Tricks
10
Troubleshooting
11
EM algorithm
11.1
Important notes about the algorithms
11.2
State-space form of ARMA(p,q) models
12
Other related packages
References
Published with bookdown
MARSS Package Manual
Chapter 8
Confidence Intervals