factors: Lag polynomial factorization

In tfarima: Transfer Function and ARIMA Models

Lag polynomial factorization

Description

factors extracts the simplifying factors of a polynomial in the lag operator by replacing, if needed, its approximate unit or real roots to exact unit or real roots.

Usage

factors(lp, ...)

## S3 method for class 'lagpol'
factors(lp, full = TRUE, tol = 1e-05, expand = FALSE, ...)

Arguments

lp	an object of class lagpol.
...	additional arguments.
full	logical value. If TRUE, the lag polynomial is completely factored. Otherwise, it is factored separating positive real roots from the others.
tol	tolerance for nonzero coefficients.
expand	logical value to indicate whether or not the factored lag polynomial must be expanded.

Value

factors returns a list with the simplifying factors of the lag polynomial or the expanded polynomial.

Examples

factors( as.lagpol(c(1, rep(0, 11), -1)) )

tfarima documentation built on Nov. 5, 2025, 7:43 p.m.