signal {tfarima}

Signal component of a TF model

Description

signal extracts the signal of a TF model.

Usage

signal(mdl, ...)

## S3 method for class 'tfm'
signal(mdl, y = NULL, diff = TRUE, envir = NULL, ...)

Arguments

mdl

an object of the class tfm.

...

additional arguments.

y

output of the TF model if it is different to that of the tfm object.

diff

logical. If TRUE, the noise is differenced with the "i" operator of the univariate model of the noise.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Value

A "ts" object.