filterPolyCoef-methods: Methods for filterPolyCoef
In GeoBosh/sarima: Simulation and Prediction with Seasonal ARIMA Models

filterPolyCoef-methods

R Documentation

Methods for filterPolyCoef

Description

Methods for filterPolyCoef in package sarima.

Methods

The filterPolyCoef methods return results with the same structure as the corresponding methods for filterPoly but with polynomials replaced by their coefficients. If lag_0 is FALSE the order 0 coefficients are dropped.

signature(object = "VirtualBJFilter")

Calls filterCoef(object), negates the result and prepends 1 if lag_0 is TRUE.

signature(object = "VirtualSPFilter")

Calls filterCoef(object) and prepends 1 to the result if lag_0 is TRUE.

signature(object = "VirtualArmaFilter")

Returns a list with the following components:

ar: coefficients of the autoregression polynomial.
ma: coefficients of the moving average polynomial.

signature(object = "BJFilter")

The coefficients of a polynomial whose coefficients are the negated filter coefficients. This is equivalent to the method for "VirtualBJFilter" but somewhat more efficient.

signature(object = "SPFilter")

The coefficients of a polynomial whose coefficients are as stored in the object. This is equivalent to the method for "VirtualSPFilter" but somewhat more efficient.

signature(object = "SarimaFilter")