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 = FALSE,
  type = c("xreg", "inputs"),
  envir = parent.frame(),
  ...
)

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 signal is differenced with the "i" operator of the univariate model of the noise.
type	Character vector specifying signal components to extract: "xreg" for exogenous regressors only,"inputs" for transfer function inputs only. If both provided (default), includes all components.
envir	Environment in which the function arguments are evaluated. By default, the calling environment is used.

Value

A "ts" object.

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