Description Usage Arguments Value Examples
Calculation of inverse form for arma model
1 | inverse.form(ar.poly, ma.poly, L)
|
ar.poly |
=autoregressive matrix part of model (array(k, k, ar-order)). |
ma.poly |
=moving average matrix part of model (array(k, k, ma-order)). |
L |
=order of return polynomial (length=L+1 including leading unity matrix). |
inverse form for arma model up to order L (array(k, k, L+1)).
1 2 3 4 5 |
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