mult.wge: Multiply Factors

In tswge: Time Series for Data Science

Multiply Factors

Description

The function multiplies the AR (or MA) factors of a model to produce the model in unfactored form. Requires the CRAN package 'PolynomF'.

Usage

mult.wge(fac1 = 0, fac2 = 0, fac3 = 0, fac4 = 0, fac5 = 0, fac6 = 0)

Arguments

fac1	First factor to be multiplied
fac2	Second factor to be multiplied
fac3	Third factor to be multiplied (you may use a maximum of 6 factors)
fac4	Fourth factor to be multiplied (you may use a maximum of 6 factors)
fac5	Fifth factor to be multiplied (you may use a maximum of 6 factors)
fac6	Sixth factor to be multiplied (you may use a maximum of 6 factors)

Value

char.poly	The characteristics polynomial of the full model
model.coef	Model coefficients of the full model using notation in "Applied Time Series Analysis, 2nd edition" by Woodward, Gray, and Elliott

Note

Requires CRAN package 'PolynomF'

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

fac1=c(1.6,-.9)
fac2=.8
mult.wge(fac1,fac2)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.