tfarima (version 0.1.1)

fit.tfm: Estimation of the ARIMA model

Description

fit fits the univariate model to the time series z.

Usage

# S3 method for tfm
fit(
  mdl,
  y = NULL,
  method = c("exact", "cond"),
  optim.method = "BFGS",
  show.iter = FALSE,
  fit.noise = TRUE,
  ...
)
fit(mdl, ...)
# S3 method for um
fit(
  mdl,
  z = NULL,
  method = c("exact", "cond"),
  optim.method = "BFGS",
  show.iter = FALSE,
  ...
)

Arguments

mdl

an object of class um or tfm.

y

a ts object.

method

Exact/conditional maximum likelihood.

optim.method

the method argument of the optim function.

show.iter

logical value to show or hide the estimates at the different iterations.

fit.noise

logical. If TRUE parameters of the noise model are fixed.

...

additional arguments.

z

a time series.

Value

A tfm object.

An object of class "um" with the estimated parameters.

Examples

# NOT RUN {
z <- AirPassengers
airl <- um(i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
airl <- fit(airl, z)
# }