armaFilter: armaFilter
In UComp: Automatic Univariate Time Series Modelling of many Kinds
armaFilter R Documentation
armaFilter
Description
Filter of time series
Usage
armaFilter(MA = 1, AR = 1, y)
Arguments
MA
numerator polynomial
AR
denominator polynomial
y
a vector, ts or tsibble object
Value
Filtered time series
Author(s)
Diego J. Pedregal
See Also
colMedians, rowMedians, tests,
sumStats, gaussTest, ident,
cusum, varTest, conv,
dif, roots,
zplane, acft, slide,
plotSlide, Accuracy, tsDisplay,
size
Examples
y <- armaFilter(1, c(1 , -0.8), rnorm(200))
UComp documentation built on Aug. 8, 2025, 7:17 p.m.
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| armaFilter | R Documentation |
armaFilter
Description
Filter of time series
Usage
armaFilter(MA = 1, AR = 1, y)
Arguments
MA |
numerator polynomial |
AR |
denominator polynomial |
y |
a vector, ts or tsibble object |
Value
Filtered time series
Author(s)
Diego J. Pedregal
See Also
colMedians, rowMedians, tests,
sumStats, gaussTest, ident,
cusum, varTest, conv,
dif, roots,
zplane, acft, slide,
plotSlide, Accuracy, tsDisplay,
size
Examples
y <- armaFilter(1, c(1 , -0.8), rnorm(200))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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