signal: Signal component of a TF model

In tfarima: Transfer Function and ARIMA Models

Signal component of a TF model

Description

signal extracts the signal of a TF model.

Usage

signal(mdl, ...)

## S3 method for class 'tfm'
signal(mdl, y = NULL, diff = TRUE, envir = NULL, ...)

Arguments

mdl	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.
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.