filterPolyCoef-methods | R Documentation |
Methods for filterPolyCoef
in package sarima.
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:
coefficients of the autoregression polynomial.
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")
Returns a list with the same components as the "SarimaFilter" method
for filterPoly
, where the polynomials are replaced by
their coefficients.
Georgi N. Boshnakov
filterCoef
for examples and related functions
## see the examples for ?filterCoef
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