armaFilter: armaFilter

In UComp: Automatic Unobserved Components and Other Time Series Models

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 May 31, 2023, 7:41 p.m.