signal function

Signal component of a TF model

signal extracts the signal of a TF model.

signal(mdl, ...)

## S3 method for class 'tfm'
signal(mdl, y = NULL, diff = TRUE, envir = NULL, ...)

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 noise is differenced with the "i" operator of the univariate model of the noise.
• envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Returns

A "ts" object.