R/InvertibleQ.R

In artfima: ARTFIMA Model Estimation

"ARToPacf"   <-  
  function(phi){
    phik <- phi
    L <- length(phi)
    if(L == 0) return(numeric(0))
    pi <- numeric(L)
    for (k in 1:L){
      LL <- L+1-k
      pi[L+1-k] <- a <- phik[LL]
      phikp1 <- phik[-LL]
      if(abs(a)==1) break
      phik <- (phikp1+a*rev(phikp1))/(1-a^2)
    }
    pi
  }

"PacfToAR" <-
  function(pi){
    L <- length(pi)
    if (L == 0) return(numeric(0))
    if (L == 1) return(pi)
    phik <- pi[1]
    for (k in 2:L){
      phikm1 <- phik
      phik <- c(phikm1-pi[k]*rev(phikm1),pi[k])
    }
    phik
  }
`InvertibleQ` <-
  function(phi){
    identical(TRUE,try(all(abs(ARToPacf(phi))<1),silent=TRUE))
  }