Description Usage Arguments See Also Examples
Filter a time series using AR coefficients
1 | arfilter(x, mod, x.mean = mod$x.mean, init = "focb")
|
x |
a time series |
mod |
an AR model |
x.mean |
the mean used. By default the mean of the original model. Set to zero for no demeaning |
init |
how the initial values should be chosen. First observation carried backwards (default), mean of the first values, or the first values in reverse. |
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