wold.pol: Wold polynomial

In gallegoj/tfarima: Transfer Function and ARIMA Models

Wold polynomial

Description

Transforming a palindromic polymonial into a Wold polynomial/ Computing the Cramer-Wold factorization

Usage

wold.pol(a, type = c("wold", "palindromic", "cramer-wold"), tol = 1e-05)

Arguments

type	character indicating the type of polynomial: (1) Wold polynomial, (2) Palindromic polynomial and (3) Cramer-Wold factor.
tol	tolerance to check if an autocovariance is zero.
x	numeric vector, coefficients of a palindromic or a Wold polynomial.

Details

wold.pol can be used with three purposes:

(1) to transform a self-reciprocal or palindromic polynomial a_0 + a_1(B+F) + a_2(B^2+F^2) + ... + a_p(B^p+F^p) into a Wold polynomial b_0 + b_1(B+F) + b_2(B+F)^2 + ... + b_p(B+F)^p;

(2) to revert the previous transformation to obtain the palindromic polynominal from a Wold polynomial and

(3) to compute the Cramer-Wold factorization: b(B+F) = c(B)c(F).

Value

Numeric vector.

Examples

wold.pol(c(6, -4, 1))

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