add_um

<code>add_um</code> creates a univariate (ARIMA) model from the addition or
substraction of two univariate (arima) models.

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

add_um function

<dl><dt>um1, um2</dt>
<dd>Two "um" S3 objects.</dd>
<dt>add</dt>
<dd>logical. If FALSE, the second model is substracted from the first
one.</dd>
<dt>tol</dt>
<dd>tolerance to check if a value is null.</dd></dl>

Arguments

Addition or substraction of univariate (ARIMA) models — add_um

<dl>

<dt>um1, um2</dt>
<dd>Two "um" S3 objects.</dd>


<dt>add</dt>
<dd>logical. If FALSE, the second model is substracted from the first
one.</dd>


<dt>tol</dt>
<dd>tolerance to check if a value is null.</dd>

</dl>

add_um: Addition or substraction of univariate (ARIMA) models

Description

Usage

Value

Arguments

Examples