Description Usage Arguments Value References See Also

Given the partial fraction decomposition of the pseudo-spectrum,
the canonical decomposition allocates the variance of each component
so that the variance of the irregular is maximised.
Then, the coefficients of the numerators in the pseudo-spectrum
(relationship given in `pseudo.spectrum`

)
are converted into the MA coefficients of the model for each component
by means of `acgf2poly`

.

1 2 3 4 |

`num.trend` |
numeric vector, the coefficients of the MA polynomial related to
the trend component in the relationship given in |

`den.trend` |
numeric vector, the coefficients of the AR polynomial related to
the trend component in the relationship given in |

`num.trans` |
numeric vector, the coefficients of the MA polynomial related to
the transitory component in the relationship given in |

`den.trans` |
numeric vector, the coefficients of the AR polynomial related to
the transitory component in the relationship given in |

`num.seas` |
numeric vector, the coefficients of the MA polynomial related to
the seasonal component in the relationship given in |

`den.seas` |
numeric vector, the coefficients of the AR polynomial related to
the seasonal component in the relationship given in |

`quotient` |
numeric vector, the quotient of the polynomial division of the polynomials
in the LHS of the relationship given in |

`optim.tol` |
numeric, the convergence tolerance to be used by |

`units` |
character, the units in which the argument of the roots are printed. |

`x` |
an object of class |

`digits` |
numeric, the number of significant digits to be used by |

`...` |
further arguments to be passed to |

An object of class `tsdecCanDec`

containing
the MA coefficients of the ARIMA models obtained for the unobserved components
(e.g., trend, seasonal) and the variance of the corresponding disturbance terms.

Burman, J. P. (1980)
‘Seasonal Adjustment by Signal Extraction’.
*Journal of the Royal Statistical Society. Series A (General)*,
**143**(3), pp. 321-337.
doi: 10.2307/2982132.

Hillmer, S. C. and Tiao, G. C. (1982)
‘An ARIMA-Model-Based Approach to Seasonal Adjustment’.
*Journal of the American Statistical Association*,
**77**(377), pp. 63-70.
doi: 10.1080/01621459.1982.10477767.

`acgf2poly`

, `pseudo.spectrum`

,
`optimize`

.

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