nabla.stsm: Non stationary AR polynomial of the reduced form

In gallegoj/tfarima: Transfer Function and ARIMA Models

Non stationary AR polynomial of the reduced form

Description

nabla returns the non stationary AR polynomialof the reduced form of an object of the stsm class.

Usage

## S3 method for class 'stsm'
nabla(mdl, tol = 1e-04)

Arguments

mdl	an object of class stsm.
tol	tolerance to check if a root is close to one.

Value

A numeric vector c(1, a1, ..., ad)

Examples

stsm1 <- stsm(b = 1, C = 1, S = diag(c(0.8, 0.04)))
nabla(stsm1)

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