noise function

Noise of a transfer function model

Noise of a transfer function model

noise computes the noise of a linear transfer function model.

noise(tfm, ...) ## S3 method for class 'tfm' noise(tfm, y = NULL, diff = TRUE, exp = FALSE, envir = NULL, ...)

Arguments

  • tfm: 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 noise is differenced with the "i" operator of the univariate model of the noise.
  • exp: logical. If TRUE, the antilog transformation is applied.
  • envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Returns

A "ts" object.