tfest {tfarima}

Preestimates of a transfer function

Description

tfest provides preestimates of the transfer function between an output and an input.

Usage

tfest(
  y,
  x,
  delay = 0,
  p = 1,
  q = 2,
  um.y = NULL,
  um.x = NULL,
  n.back = NULL,
  par.prefix = "",
  envir = NULL
)

Arguments

y

output, a ts object or a numeric vector.

x

input, a ts object or a numeric vector.

delay

integer.

p

order of the AR polynomial, integer

q

order of the MA polynomial, integer.

um.y

univariate model for output, um object or NULL.

um.x

univariate model for input, um object or NULL.

n.back

number of backcasts.

par.prefix

prefix name for parameters.

envir

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

Value

A "tf" S3 object