phi: Unscramble AR polynomial

phi.ucarimaR Documentation

Unscramble AR polynomial

Description

phi multiplies the AR polynomials of an object of the um class.

Usage

## S3 method for class 'ucarima'
phi(x, i = NULL, ar = TRUE, lp = TRUE, ...)

phi(x, ...)

## S3 method for class 'um'
phi(x, ...)

Arguments

x

an object of class um.

i

integer. Omit this component model.

ar

logical. If TRUE, the common AR polynomial is included.

lp

logical indicating the type of return: lagpol object or numeric vector.

...

additional arguments.

Value

A numeric vector c(1, a1, ..., ad)

Note

This function returns the member variable um$phi.

Examples

um1 <- um(ar = "(1 - 0.8B)(1 - 0.5B)")
phi(um1)


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