tsfilter: Online Time Series Filter

View source: R/methods.R

tsfilterR Documentation

Online Time Series Filter

Description

Generic method for (online) time series filtering.

Usage

tsfilter(object, y, newxreg = NULL, ...)

Arguments

object

an object.

y

new outcome data to filter on.

newxreg

new optional regressors to filter on.

...

additional parameters passed to the method.

Value

The filtered value(s).


tsmodels/tsmethods documentation built on Nov. 17, 2024, 12:34 a.m.