noise: Noise of a transfer function model

In tfarima: Transfer Function and ARIMA Models

Noise of a transfer function model

Description

noise computes the noise of a linear transfer function model.

Usage

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 20, 2022, 5:06 p.m.