tfest

output, a ts object or a numeric vector.

input, a ts object or a numeric vector.

delay

order of the AR polynomial, double.

order of the MA polynomial, double.

univariate model for output, um object or NULL.

um.y

univariate model for input, um object or NUL.

um.x

n.back

<code>tfest</code> provides preestimates of the transfer function
between an output and an input.

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>.

tfest: Preestimates of a transfer function

Description

Usage

Arguments

Value