inv: Inverse of a lag polynomial

In tfarima: Transfer Function and ARIMA Models

Inverse of a lag polynomial

Description

inv inverts a lag polynomial until the indicated lag.

Usage

inv(lp, ...)

## S3 method for class 'lagpol'
inv(lp, lag.max = 10, ...)

Arguments

lp	an object of class lagpol.
...	additional arguments.
lag.max	largest order of the inverse lag polynomial.

Value

inv returns a numeric vector with the coefficients of the inverse lag polynomial truncated at lag.max.

Examples

inv(as.lagpol(c(1, 1.2, -0.8))) 

tfarima documentation built on May 20, 2022, 5:06 p.m.