armaFilter {UComp}

armaFilter

Description

Filter of time series

Usage

armaFilter(MA = 1, AR = 1, y)

Arguments

MA

numerator polynomial

AR

denominator polynomial

y

a vector, ts or tsibble object

Value

Filtered time series

Author(s)

Diego J. Pedregal

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, dif, roots, zplane, acft, slide, plotSlide, Accuracy, tsDisplay, size

Examples

y <- armaFilter(1, c(1 , -0.8), rnorm(200))