tfm {tfarima}

Transfer function models

Description

tfm creates a multiple input transfer function model.

Usage

tfm(
  output = NULL,
  xreg = NULL,
  inputs = NULL,
  noise,
  fit = TRUE,
  envir = NULL,
  new.name = TRUE,
  ...
)

Arguments

output

a ts object or a numeric vector.

xreg

a matrix of regressors.

inputs

a list of tf objects.

noise

a um object for the noise.

fit

logical. If TRUE, model is fitted.

envir

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

new.name

logical. Argument used internally: if TRUE a new name is assigned to the output, otherwise it keeps its name saved in noise$z.

...

additional arguments.

Value

An object of the class tfm.

References

Box, G.E., Jenkins, G.M., Reinsel, G.C. and Ljung, G.M. (2015) Time Series Analysis: Forecasting and Control. John Wiley & Sons, Hoboken.

See Also

tf and um.