### Name: hrm
### Title: Hidden Resolution Time Series Model
### Aliases: hrm
### Keywords: models ts

### ** Examples

# ------------------------------------------------------------
# use the full time series to fit the model for the RIVER data
# ------------------------------------------------------------

data(river)

# fit the model  (MCMC)
river.hrm <- hrm(river, harms=c(6,3,2))

# view the posterior of the parameters
plot(river.hrm)
# follow by three empty/comment lines for R CMD CHECK

# forecast (MCMC), three years ahead
river.hrm <- hrm.fcast(river.hrm, window=3)

# plots of forecasts
plot.hrm.fcast(river.hrm, start=1991)
# follow by three empty/comment lines for R CMD CHECK

# ---------------------------------------------------------------
# fit the model for the RIVER data (leaving off last three years)
# ---------------------------------------------------------------

# fit the model  (MCMC)
river.hrm <- hrm(river[1:(length(river)-3*12)], harms=c(6,3,2))

# view the posterior of the parameters
plot(river.hrm)
# follow by three empty/comment lines from R CMD CHECK

# forecast (MCMC), three years ahead
river.hrm <- hrm.fcast(river.hrm, window=3)

# plots of forecasts, follow by three empty/comment lines
plot.hrm.fcast(river.hrm, start=1988,
         truth=river[(length(river)-3*12+1):length(river)])

# --------------------------------------------------------------
# use the full time series to fit the model for the SUDESTE data
# --------------------------------------------------------------

data(sudeste)

# fit the model  (MCMC)
sudeste.hrm <- hrm(sudeste, harms=c(6,3))

# view the posterior of the parameters
plot(sudeste.hrm)

# forecast (MCMC), three years ahead
sudeste.hrm <- hrm.fcast(sudeste.hrm, window=3)

# plots of forecasts
plot.hrm.fcast(sudeste.hrm, start=2001)

# -----------------------------------------------------------------
# fit the model for the SUDESTE data (leaving off last three years)
# -----------------------------------------------------------------

# fit the model  (MCMC)
sudeste.hrm <- hrm(sudeste[1:(length(sudeste)-3*12)], harms=c(6,3))

# view the posterior of the parameters
plot(sudeste.hrm)
# follow by three empty/comment lines for R CMD CHECK

# forecast (MCMC), three years ahead
sudeste.hrm <- hrm.fcast(sudeste.hrm, window=3)

# plots of forecasts, follow by three empty/comment lines
plot.hrm.fcast(sudeste.hrm, start=1998,
         truth=sudeste[(length(sudeste)-3*12+1):length(sudeste)])