Description Usage Arguments Value References See Also Examples

`tf`

creates a rational transfer function for an input, V(B) = w0(1 -
w_1B - ... - w_qB^q)/(1-d_1B - ... - d_pB^p)B^dX_t. Note that in this
specification the constant term of the MA polynomial is factored out so that
both polynomials in the numerator and denominator are normalized and can be
specified with the `lagpol`

function in the same way as the operators of
univariate models.

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`x` |
input, a ts object or a numeric vector. |

`delay` |
integer. |

`w0` |
constant term of the polynomial V(B), double. |

`ar` |
list of stationary AR polynomials. |

`ma` |
list of MA polynomials. |

`um` |
univariate model for stochastic input. |

`n.back` |
number of backcasts to extend the input. |

`par.prefix` |
prefix name for parameters. |

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

An object of the class "tf".

Box, G.E., Jenkins, G.M., Reinsel, G.C. and Ljung, G.M. (2015) Time Series Analysis: Forecasting and Control. John Wiley & Sons, Hoboken.

Wei, W.W.S. (2006) Time Series Analysis Univariate and Multivariate Methods. 2nd Edition, Addison Wesley, New York, 33-59.

`um`

.

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