tfarima (version 0.4.1)

signal: Signal component of a TF model

Description

signal extracts the signal of a TF model.

Usage

signal(mdl, ...)
# S3 method for tfm
signal(
  mdl,
  y = NULL,
  diff = FALSE,
  type = c("xreg", "inputs"),
  envir = parent.frame(),
  ...
)

Value

A "ts" object.

Arguments

mdl

an object of the class tfm.

...

additional arguments.

y

output of the TF model if it is different to that of the tfm object.

diff

logical. If TRUE, the signal is differenced with the "i" operator of the univariate model of the noise.

type

Character vector specifying signal components to extract: "xreg" for exogenous regressors only,"inputs" for transfer function inputs only. If both provided (default), includes all components.

envir

Environment in which the function arguments are evaluated. By default, the calling environment is used.