summary.tfm

object

exact or conditional maximum likelihood.

method

number of significant digits to use when printing.

digits

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

envir

<code>summary</code> method for class "tfm".

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

summary.tfm function

<dl><dt>object</dt>
<dd>a <code>tfm</code> object.</dd>
<dt>y</dt>
<dd>a "ts" object.</dd>
<dt>method</dt>
<dd>exact or conditional maximum likelihood.</dd>
<dt>digits</dt>
<dd>number of significant digits to use when printing.</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

Summarizing Transfer Function models — summary.tfm

<dl>

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


<dt>y</dt>
<dd>a "ts" object.</dd>


<dt>method</dt>
<dd>exact or conditional maximum likelihood.</dd>


<dt>digits</dt>
<dd>number of significant digits to use when printing.</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>

summary.tfm: Summarizing Transfer Function models

Description

Usage

Value

Arguments