noise

noise.tfm

an object of the class <code>tfm</code>.

output of the TF model if it is different to that of the 
<code>tfm</code> object.

logical. If TRUE, the noise is differenced with
the "i" operator of the univariate model of the noise.

diff

logical. If TRUE, the antilog transformation is applied.

<code>noise</code> computes the noise of a linear transfer function model.

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>, Thompson and Tiao (1970) <http://old-www.stat.wisc.edu/sites/default/files/TR222.pdf>.

noise: Noise of a transfer function model

Description

Usage

Arguments

Value