armaFilter function

armaFilter

Filter of time series

armaFilter(MA = 1, AR = 1, y)

Arguments

• MA: numerator polynomial
• AR: denominator polynomial
• y: a vector, ts or tsibble object

Returns

Filtered time series

Examples

y <- armaFilter(1, c(1 , -0.8), rnorm(200))

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, dif, roots, zplane, acft, slide, plotSlide, Accuracy, tsDisplay, size

Author(s)

Diego J. Pedregal