pol.inv: pol.inv

In marima: Multivariate ARIMA and ARIMA-X Analysis

Description

Calculation of left inverse of matrix polynomial. The leading term is expected to be the (k by k) identity matrix. This is checked and the proper leading unity term is taken into account when the inverse is calculated.

phi = matrix polynomial coefficients = I, phi1, phi2, ..., phi(p).

dim(phi) = c(k, k, p+1) where k = dimension of coefficient matrices (k by k), and L = order of polynomial (length = 1+L , including the leading unity matrix).

Usage

pol.inv(phi, L)

Arguments

phi	polynomium (an array) to invert
L	order of inverse polynomium

Value

left inverse of phi of order L (L+1 terms including leading unity matrix)

Examples

set.seed(4711)
p2<-check.one(array(rnorm(32),dim=c(4,4,2)))
pi2<-pol.inv(p2,L=12)
short.form(pi2)

marima documentation built on May 2, 2019, 2:10 p.m.