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tsaux (version 1.0.0)

add_arma: ARMA Component

Description

ARMA Component

Usage

add_arma(x, ...)

# S3 method for issm.component add_arma(x, order = c(0, 0), ar = 0, ma = 0, mu = 0, ...)

Value

An object of class issm.component updated with the ARMA component.

Arguments

x

an object of class issm.component or other supported class.

...

additional parameters.

order

the ar and ma orders.

ar

a vector of ar coefficients.

ma

a vector of ma coefficients.

mu

the mean parameter (defaults to zero) of the ARMA process.