tsfilter {tsmethods}R Documentation

Online Time Series Filter

Description

Generic method for (online) time series filtering.

Usage

tsfilter(object, y, newxreg = NULL, ...)

Arguments

object

an object.

y

new outcome data to filter on.

newxreg

new optional regressors to filter on.

...

additional parameters passed to the method.

Value

The filtered value(s).


[Package tsmethods version 1.0.1 Index]