msx: Minimum signal extraction

In gallegoj/tfarima: Transfer Function and ARIMA Models

Minimum signal extraction

Description

msx extracts a signal from a time series.

Usage

msx(mdl, ...)

## S3 method for class 'um'
msx(
  mdl,
  ar = NULL,
  i = NULL,
  canonical = TRUE,
  tol = 1e-05,
  check = TRUE,
  method = c("roots", "acov"),
  single = TRUE,
  ret = c("default", "min"),
  envir = parent.frame(),
  ...
)

Arguments

mdl	an object of class um or tfm.
...	additional arguments.
ar, i	AR and/or I lag polynomials for the signal.
canonical	logical value to set or not the canonical requirement.
tol	tolerance to check if a value is null.
check	logical value to check if ar and i are simplifying factors of the object mdl.
method	the procedure to obtain the MA parameters of the model of the signal is based either on the roots or on the autocovariances, method = c("roots", "acov").
single	logical. TRUE for single signal and FALSE for multiple signals.
ret	type of return, c("default", "min")
envir	environment.

Value

An object of class msx.

gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.