modify: Modifying a TF or an ARIMA model

In tfarima: Transfer Function and ARIMA Models

Modifying a TF or an ARIMA model

Description

modify modifies an object of class um or tfm by adding and/or removing lag polynomials.

Usage

## S3 method for class 'tfm'
modify(mdl, ...)

modify(mdl, ...)

## S3 method for class 'um'
modify(
  mdl,
  ar = NULL,
  i = NULL,
  ma = NULL,
  mu = NULL,
  sig2 = NULL,
  bc = NULL,
  fit = TRUE,
  ...
)

Arguments

mdl	an object of class um or tfm.
...	additional arguments.
ar	list of stationary AR lag polynomials.
i	list of nonstationary AR (I) polynomials.
ma	list of MA polynomials.
mu	mean of the stationary time series.
sig2	variance of the error.
bc	logical. If TRUE logs are taken.
fit	logical. If TRUE, model is fitted.

Value

An object of class um or um.

Examples

um1 <- um(ar = "(1 - 0.8B)")
um2 <- modify(um1, ar = list(0, "(1 - 0.9B)"), ma = "(1 - 0.5B)")

tfarima documentation built on May 20, 2022, 5:06 p.m.