logLik.tfm: Log-Likelihood of Transfer Function Model

In tfarima: Transfer Function and ARIMA Models

Log-Likelihood of Transfer Function Model

Description

Computes the log-likelihood for a fitted transfer function model.

Usage

## S3 method for class 'tfm'
logLik(
  object,
  y = NULL,
  method = c("exact", "cond"),
  envir = parent.frame(),
  ...
)

Arguments

object	A fitted tfm object.
y	Optional ts object for alternative output series.
method	Character: "exact" estimates presample values; "cond" fixes presample values at zero.
envir	Environment for evaluation.
...	Additional arguments (currently unused).

Value

Numeric value of the log-likelihood.

See Also

tfm, fit.tfm, AIC.tfm

tfarima documentation built on Nov. 5, 2025, 7:43 p.m.