tsvalue

the time of the specific observation, c(year, month/quarter).

date

<code>tsvalue</code> select a value from a time series by date.

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

tsvalue function

<dl><dt>x</dt>
<dd>an <code>ts</code> object.</dd>
<dt>date</dt>
<dd>the time of the specific observation, c(year, month/quarter).</dd></dl>

Arguments

Value of a time series at a date — tsvalue

<dl>

<dt>x</dt>
<dd>an <code>ts</code> object.</dd>


<dt>date</dt>
<dd>the time of the specific observation, c(year, month/quarter).</dd>

</dl>

tsvalue: Value of a time series at a date

Description

Usage

Value

Arguments