pol.order: pol.order

In marima: Multivariate ARIMA and ARIMA-X Analysis

Description

Function to evaluate (significant) order of matrix polynomium.

Usage

pol.order(polyn = NULL, digits = 12)

Arguments

polyn	the polynomium the order of which is determined.
digits	number of significant digits to be considered (values smaller than 10^(-digits) are taken to be 0 (zero)).

Value

pol.order order of polynomium polyn. (exclusive the leading unity matrix if present. pol.order=0 corresponds to the k by k unity matrix)

Examples

pol          <- array(1e-8*rnorm(96),dim=c(4,4,6))
pol[, , 1:3] <- array(rnorm(48), dim=c(4,4,3))
pol.order(polyn=pol, digits=12)
pol.order(polyn=pol, digits=4)

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