filterPoly-methods | R Documentation |
filterPoly
in package sarimaMethods for filterPoly
in package sarima.
The methods for filterPoly
take care implicitly for the sign
convention used to store the coefficients in the object.
signature(object = "BJFilter")
A polynomial whose coefficients are the negated filter coefficients.
signature(object = "SPFilter")
A polynomial whose coefficients are as stored in the object.
signature(object = "SarimaFilter")
Returns a list with the following components:
number of seasons.
integration order, number of (non-seasonal) differences.
seasonal integration order, number of seasonal differences.
autoregression polynomial
moving average polynomial
seasonal autoregression polynomial
seasonal moving average polynomial
the polynomial obtained by multiplying out all AR-like terms, including differences.
the polynomial obtained by multiplying out all MA terms
core seasonal autoregression polynomial. It
is such that sarpoly(z
) = core_sarpoly(z^{nseasons}
)
core seasonal moving average polynomial. It
is such that smapoly(z
) = core_smapoly(z^{nseasons}
)
signature(object = "VirtualArmaFilter")
Returns a list with the following components:
autoregression polynomial.
moving average polynomial.
signature(object = "VirtualMonicFilterSpec")
Calls filterPolyCoef(object)
and converts the result to a
polynomial. Thus, it is sufficient to have a method for
filterPolyCoef()
.
Georgi N. Boshnakov
filterCoef
for examples and related functions
## see the examples for ?filterCoef
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