mixFilter {mixAR}

Filter time series with MixAR filters

Description

Filter time series with MixAR filters, a generic function with no default method (currently).

Usage

mixFilter(x, coef, index, shift = 0, residual = FALSE, scale = 1)

Arguments

x

time series

coef

the filter coefficients

index

indices for which to calculate the filtered values.

shift

optional shifts (intercept) terms.

residual

If FALSE (default) calculate “predictions”, if TRUE calculate “residuals”.

scale

optional scale factor(s), makes sense only when residual=TRUE, corresponds to scale in the specification of a MixAR model.

Value

a MixComp object

Methods

signature(x = "ANY", coef = "ANY", index = "ANY")

This method simply prints an error message and stops.

signature(x = "numeric", coef = "raggedCoef", index = "numeric")

Author(s)

Georgi N. Boshnakov

See Also

raghat1 mix_ek mix_hatk