tfest function

Preestimates of a transfer function

tfest provides preestimates of the transfer function between an output and an input.

tfest(
  y,
  x,
  delay = 0,
  p = 1,
  q = 2,
  um.y = NULL,
  um.x = NULL,
  n.back = NULL,
  par.prefix = "",
  envir = NULL
)

Arguments

• y: output, a ts object or a numeric vector.
• x: input, a ts object or a numeric vector.
• delay: integer.
• p: order of the AR polynomial, integer
• q: order of the MA polynomial, integer.
• um.y: univariate model for output, um object or NULL.
• um.x: univariate model for input, um object or NULL.
• n.back: number of backcasts.
• par.prefix: prefix name for parameters.
• envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Returns

A "tf" S3 object