short.form: short.form

In marima: Multivariate ARIMA and ARIMA-X Analysis

Description

Function to condensate (and/or) print out matrix polynomium leaving out empty lag matrices and, if specified, the leading (unity) matrix.

Usage

short.form(poly = NULL, name = "Lag=", leading = TRUE, tail = FALSE,
  digits = 6)

Arguments

poly	matrix polynomium (0-1 array as construced by define.model, for example, or array of reals as estimated by marima).
name	character string used as header in output (default='lag').
leading	TRUE/FALSE. If leading=FALSE the leading (unity matrix) is to be left out/suppressed.
tail	TRUE/FALSE. If TRUE and the ar/ma-model only consists of coefficient matrice(s) where all coefficients (except the leading unity matrix) are all zero a first order coefficient matrix (being zero) is retained (in order to avoid a model containing only the leading unity matrix). If tail=TRUE and the coefficients in the first coefficient matrix (after the leading unity matrix) are all zero, the leading unity matrix is always retained.
digits	the number of digits retained by short.form (default=6).

Examples

Model<-define.model(kvar=4, ar=c(1, 2, 4), ma=c(1), reg.var=4)
short.form(Model$ar.pattern)
short.form(Model$ma.pattern)
short.form(Model$ar.pattern, leading=FALSE)
short.form(Model$ar.pattern, leading=FALSE)
#
M<-define.model(kvar=4, ma=c(1))
short.form(M$ar.pattern)
short.form(M$ar.pattern, tail=TRUE)
short.form(M$ar.pattern, leading=FALSE, tail=TRUE)

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