Filter time series with MixAR filters

Filter time series with MixAR filters, a generic function with no default method (currently).

Usage

mixFilter(x, coef, index, shift = 0, residual = FALSE, scale = 1)

Arguments

x

time series

coef

the filter coefficients

index

indices for which to calculate the filtered values.

shift

optional shifts (intercept) terms.

residual

If FALSE (default) calculate ``predictions'', if TRUE calculate ``residuals''.

scale

optional scale factor(s), makes sense only when residual=TRUE, corresponds to scale in the specification of a MixAR model.

Value

a MixComp object

Author

Georgi N. Boshnakov

Methods

signature(x = "ANY", coef = "ANY", index = "ANY")

This method simply prints an error message and stops.

signature(x = "numeric", coef = "raggedCoef", index = "numeric")

See also

raghat1 mix_ek mix_hatk