restr.lagpol: Restricted lag polynomials

In gallegoj/tfarima: Transfer Function and ARIMA Models

Restricted lag polynomials

Description

rest.lagpol creates two special types of restricted lag polynomials that can be useful to model seasonal time series: 1 + theta^(1/s)B + theta^(2/s)B^2 + ... + + theta^((s-1)/s)B^s-1 and 1 - 2cos(2pif/s)sqrt(theta)B+ thetaB^2

Usage

restr.lagpol(param = c(Theta = 0.8), s = 12, f = NULL, p = 1)

Arguments

param	double, the value of the parameter with a name.
s	the seasonal period, integer.
f	frequency for second order lag polynomials.
p	the power of lag polynomial, integer.

Value

rest.lagpol returns an object of class "lagpol".

Examples

rest.lagpol(param = c(Theta = 0.8), s = 12)
rest.lagpol(param = c(Theta = 0.8), s = 12, f = 1)

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