factor.wge | R Documentation |
This program produces a factor table that reduces a kth order factor into its first and irreducible second order factors as described in Section 3.2.11 of "Applied Time Series Analysis" by Woodward, Gray, and Elliott
factor.wge(phi=0, theta=0)
phi |
Vector containing the coefficients of the kth order AR factor which is to be factored |
theta |
Vector containing the coefficients of the kth order MA factor which is to be factored |
The only output is the factor table, written by default to the console
Wayne Woodward
"Applied Time Series Analysis, 2nd edition" by Woodward, Gray, and Elliott
factor.wge(phi=c(-.3,.44,.29,-.378,-.648))
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