Mtxprod: Polynomial Matrix Product
In MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
Mtxprod R Documentation
Polynomial Matrix Product
Description
Compute the product of two polynomial matrices
Usage
Mtxprod(Mtx, sMtx, p, P)
Arguments
Mtx
The coefficient matrix of a regular polynomial matrix
sMtx
The coefficient matrix of a seasonal polynomial matrix
p
Degree of the regular polynomial matrix
P
Degree of the seasonal polynomial matrix
Value
Coefficient matrix of the product. The product is in the form
reg-AR * sAR, etc.
Author(s)
Ruey S. Tsay
MTS documentation built on April 11, 2022, 5:07 p.m.
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| Mtxprod | R Documentation |
Polynomial Matrix Product
Description
Compute the product of two polynomial matrices
Usage
Mtxprod(Mtx, sMtx, p, P)
Arguments
Mtx |
The coefficient matrix of a regular polynomial matrix |
sMtx |
The coefficient matrix of a seasonal polynomial matrix |
p |
Degree of the regular polynomial matrix |
P |
Degree of the seasonal polynomial matrix |
Value
Coefficient matrix of the product. The product is in the form reg-AR * sAR, etc.
Author(s)
Ruey S. Tsay
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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