output.tf

<code>output</code> filters the input using the transfer function.

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

output.tf function

<dl><dt>tf</dt>
<dd>an object of the S3 class "tf".</dd></dl>

Arguments

Output of a transfer function — output.tf

<dl>

<dt>tf</dt>
<dd>an object of the S3 class "tf".</dd>

</dl>

output.tf: Output of a transfer function

Description

Usage

Value

Arguments