logLik.um

<code>logLik</code> computes the exact or conditional log-likelihood of object of 
the class <code>um</code>.

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

logLik.um function

<dl><dt>object</dt>
<dd>an object of class <code>um</code>.</dd>
<dt>z</dt>
<dd>an object of class <code>ts</code>.</dd>
<dt>method</dt>
<dd>exact or conditional.</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Log-likelihood of an ARIMA model — logLik.um

<dl>

<dt>object</dt>
<dd>an object of class <code>um</code>.</dd>


<dt>z</dt>
<dd>an object of class <code>ts</code>.</dd>


<dt>method</dt>
<dd>exact or conditional.</dd>


<dt>...</dt>
<dd>additional arguments.</dd>

</dl>

logLik.um: Log-likelihood of an ARIMA model

Description

Usage

Value

Arguments