filterCoef-methods: Get the coefficients of a periodic filter

In pcts: Periodically Correlated and Periodically Integrated Time Series

Get the coefficients of a periodic filter

Description

Get the coefficients of a periodic filter.

Details

filterCoef is a generic function to extract the coefficients of periodic filters. Argument convention can be used to force a particular convention for the signs. The description here is for the methods defined in this package.

If convention is missing, the coefficient matrix is returned as stored in the object. Otherwise, if convention is one of the strings "BJ", "--" or "-", the coefficients returned have the opposite sign of those in the auxilliary polynomial (Box-Jenkins' convention). If convention is one of "SP", "++" or "+", the coefficients are as in the auxilliary polynomial (convention used in signal processing).

Value

a matrix

Methods

signature(object = "PeriodicBJFilter", convention = "character")

signature(object = "PeriodicSPFilter", convention = "character")

See Also

filterCoef for further details;

PeriodicBJFilter for examples

pcts documentation built on April 4, 2025, 1:47 a.m.