tfarima (version 0.4.1)

logLik.tfm: Log-Likelihood of Transfer Function Model

Description

Computes the log-likelihood for a fitted transfer function model.

Usage

# S3 method for tfm
logLik(
  object,
  y = NULL,
  method = c("exact", "cond"),
  envir = parent.frame(),
  ...
)

Value

Numeric value of the log-likelihood.

Arguments

object

A fitted tfm object.

y

Optional ts object for alternative output series.

method

Character: "exact" estimates presample values; "cond" fixes presample values at zero.

envir

Environment for evaluation.

...

Additional arguments (currently unused).

See Also

tfm, fit.tfm, AIC.tfm