add_arma: ARMA Component

In tsmodels/tsaux: Time Series Forecasting Auxiliary Functions

ARMA Component

Description

ARMA Component

Usage

add_arma(x, ...)

## S3 method for class 'issm.component'
add_arma(x, order = c(0, 0), ar = 0, ma = 0, mu = 0, ...)

Arguments

x	an object of class issm.component or other supported class.
...	additional parameters.
order	the ar and ma orders.
ar	a vector of ar coefficients.
ma	a vector of ma coefficients.
mu	the mean parameter (defaults to zero) of the ARMA process.

Value

An object of class issm.component updated with the ARMA component.

tsmodels/tsaux documentation built on June 1, 2025, 10:19 p.m.