Computes rolling sum over one year for monthly/quarterly data.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

S function

<dl><dt>x</dt>
<dd>A <code>ts</code> object.</dd>
<dt>extend</dt>
<dd>If TRUE, pads result with NAs to match original length.
Default is TRUE.</dd></dl>

Arguments

Annual (rolling) sum — S

<dl>

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


<dt>extend</dt>
<dd>If TRUE, pads result with NAs to match original length.
Default is TRUE.</dd>

</dl>

S: Annual (rolling) sum

Description

Usage

Value

Arguments