tfm function

Transfer function models

tfm creates a multiple input transfer function model.

tfm(
  output = NULL,
  xreg = NULL,
  inputs = NULL,
  noise,
  fit = TRUE,
  envir = NULL,
  new.name = TRUE,
  ...
)

Arguments

• output: a ts object or a numeric vector.
• xreg: a matrix of regressors.
• inputs: a list of tf objects.
• noise: a um object for the noise.
• fit: logical. If TRUE, model is fitted.
• envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
• new.name: logical. Argument used internally: if TRUE a new name is assigned to the output, otherwise it keeps its name saved in noise$z.
• ...: additional arguments.

Returns

An object of the class tfm.

References

Box, G.E., Jenkins, G.M., Reinsel, G.C. and Ljung, G.M. (2015) Time Series Analysis: Forecasting and Control. John Wiley & Sons, Hoboken.

See Also

tf and um.