tfarima (version 0.3.2)

modify.tfm: Modifying a TF or an ARIMA model

Description

modify modifies an object of class um or tfm by adding and/or removing lag polynomials.

Usage

# S3 method for tfm
modify(mdl, ...)
modify(mdl, ...)
# S3 method for um
modify(
  mdl,
  ar = NULL,
  i = NULL,
  ma = NULL,
  mu = NULL,
  sig2 = NULL,
  bc = NULL,
  fit = TRUE,
  ...
)

Arguments

mdl

an object of class um or tfm.

...

additional arguments.

ar

list of stationary AR lag polynomials.

i

list of nonstationary AR (I) polynomials.

ma

list of MA polynomials.

mu

mean of the stationary time series.

sig2

variance of the error.

bc

logical. If TRUE logs are taken.

fit

logical. If TRUE, model is fitted.

Value

An object of class um or um.

Examples

# NOT RUN {
um1 <- um(ar = "(1 - 0.8B)")
um2 <- modify(um1, ar = list(0, "(1 - 0.9B)"), ma = "(1 - 0.5B)")
# }