factors: Lag polynomial factorization

factorsR Documentation

Lag polynomial factorization

Description

factors extracts the simplifying factors of a polynomial in the lag operator by replacing, if needed, its approximate unit or real roots to exact unit or real roots.

Usage

factors(lp, ...)

## S3 method for class 'lagpol'
factors(lp, tol = 1e-05, expand = FALSE, ...)

Arguments

lp

an object of class lagpol.

...

additional arguments.

tol

tolerance for real and unit roots.

expand

logical if the expanded polynomial should be returned.

Value

factors returns a list with the simplifying factors of the lag polynomial or the expanded polynomial.

Examples

factors( as.lagpol(c(1, rep(0, 11), -1)) )


gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.