Description Usage Arguments Value Examples

This function collapses the polynomials of an ARIMA model into two polynomials: the product of the autoregressive polynomials and the product of the moving average polynomials.

1 | ```
coefs2poly(x, add = TRUE)
``` |

`x` |
an object of class |

`add` |
logical. If |

A list containing the elements:
`arcoefs`

, the coefficients of the product of the
autoregressive polynomials;
`macoefs`

, the coefficients of the product of the
moving average polynomials.
This list is of class `"ArimaPars"`

so that it can be recognized by
`outliers.tstatistics`

.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 | ```
# ARIMA(0,1,1)(0,1,1) model
fit <- arima(log(AirPassengers), order = c(0,1,1),
seasonal = list(order = c(0,1,1)))
coefs <- coef(fit)
# "coefs2poly" returns the coefficients of the product of
# the non-seasonal and the seasonal moving average polynomials
a1 <- convolve(c(1, coefs[1]), rev(c(1, rep(0, 11), coefs[2])), type="open")[-1]
a2 <- coefs2poly(fit)$macoefs
a2
all.equal(a1, a2, check.names=FALSE)
# since the model does not contain an autoregressive part
# the product of the regular and the seasonal differencing
# filter is returned if "add = TRUE"
coefs2poly(fit)$arcoefs
# an empty set is returned if "add = FALSE"
coefs2poly(fit, add = FALSE)$arcoefs
# in a model with non-seasonal part and no differencing filter
# no multiplication of polynomials are involved and
# the coefficients are the same as those returned by "coef"
fit <- arima(log(AirPassengers), order = c(1,0,1))
coef(fit)
coefs2poly(fit)
``` |

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