noise: Noise of a transfer function model

Description Usage Arguments Value

Description

noise computes the noise of a linear transfer function model.

Usage

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noise(tfm, ...)

## S3 method for class 'tfm'
noise(tfm, y = NULL, diff = TRUE, exp = FALSE, envir = NULL, ...)

Arguments

tfm

an object of the class tfm.

...

additional arguments.

y

output of the TF model if it is different to that of the tfm object.

diff

logical. If TRUE, the noise is differenced with the "i" operator of the univariate model of the noise.

exp

logical. If TRUE, the antilog transformation is applied.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Value

A "ts" object.


tfarima documentation built on May 30, 2021, 1:06 a.m.