Returns the smoothed estimate of the latent efficient value for the in-sample periods, i.e. the model's revision-adjusted signal.
Usage
# S3 method for class 'kk_model'
fitted(object, ...)See also
Other revision nowcasting:
coef.jvn_model(),
coef.kk_model(),
fitted.jvn_model(),
jvn_nowcast(),
kk_nowcast(),
logLik.jvn_model(),
logLik.kk_model(),
nobs.jvn_model(),
nobs.kk_model(),
plot.jvn_model(),
plot.kk_model(),
predict.jvn_model(),
predict.kk_model(),
print.jvn_model(),
print.kk_model(),
residuals.jvn_model(),
residuals.kk_model(),
states(),
summary.jvn_model(),
summary.kk_model(),
vcov.jvn_model(),
vcov.kk_model()
Examples
df <- get_nth_release(
tsbox::ts_span(
tsbox::ts_pc(dplyr::filter(reviser::gdp, id == "US")),
start = "1980-01-01"
),
n = 0:1
)
df <- na.omit(dplyr::select(df, -c("id", "pub_date")))
fit <- kk_nowcast(df, e = 1, model = "KK", method = "MLE")
head(fitted(fit))
#> # A tibble: 6 × 4
#> time estimate lower upper
#> <date> <dbl> <dbl> <dbl>
#> 1 1980-07-01 -0.154 -0.157 -0.152
#> 2 1980-10-01 1.78 1.78 1.78
#> 3 1981-01-01 1.94 1.94 1.95
#> 4 1981-04-01 -0.699 -0.702 -0.697
#> 5 1981-07-01 1.19 1.19 1.19
#> 6 1981-10-01 -1.18 -1.18 -1.18