modify function

Modifying a TF or an ARIMA model

modify modifies an object of class um or tfm

by adding and/or removing lag polynomials.

## S3 method for class 'tfm'
modify(mdl, ...)

modify(mdl, ...)

## S3 method for class 'um'
modify(
  mdl,
  ar = NULL,
  i = NULL,
  ma = NULL,
  mu = NULL,
  sig2 = NULL,
  bc = NULL,
  fit = TRUE,
  ...
)

Arguments

• mdl: an object of class um or tfm.
• ...: additional arguments.
• ar: list of stationary AR lag polynomials.
• i: list of nonstationary AR (I) polynomials.
• ma: list of MA polynomials.
• mu: mean of the stationary time series.
• sig2: variance of the error.
• bc: logical. If TRUE logs are taken.
• fit: logical. If TRUE, model is fitted.

Returns

An object of class um or um.

Examples

um1 <- um(ar = "(1 - 0.8B)")
um2 <- modify(um1, ar = list(0, "(1 - 0.9B)"), ma = "(1 - 0.5B)")