ccf.tfm

lag.max

method

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

envir

<code>ccf</code> displays ccf between prewhitened inputs and residuals.

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

ccf.tfm function

<dl><dt>tfm</dt>
<dd>a <code>tfm</code> object.</dd>
<dt>lag.max</dt>
<dd>number of lags.</dd>
<dt>method</dt>
<dd>Exact/conditional residuals.</dd>
<dt>envir</dt>
<dd>environment in which the function arguments are evaluated.
If NULL the calling environment of this function will be used.</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Cross-correlation check — ccf.tfm

<dl>

<dt>tfm</dt>
<dd>a <code>tfm</code> object.</dd>


<dt>lag.max</dt>
<dd>number of lags.</dd>


<dt>method</dt>
<dd>Exact/conditional residuals.</dd>


<dt>envir</dt>
<dd>environment in which the function arguments are evaluated.
If NULL the calling environment of this function will be used.</dd>


<dt>...</dt>
<dd>additional arguments.</dd>

</dl>

ccf.tfm: Cross-correlation check

Description

Usage

Arguments