arma2tsi

AR polynomial coefficients of ARMA model

Comprehensive analysis and forecasting
of univariate time series using automatic
unobserved components models and algorithms.
Harvey, AC (1989) <doi:10.1017/CBO9781107049994>.
Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>.
Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.
Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>.

Diego J. Pedregal

UComp

Automatic Unobserved Components and Other Time Series Models

arma2tsi function

<dl><dt>MApoly</dt>
<dd>coefficients of numerator polynomial in descending order</dd>
<dt>ARpoly</dt>
<dd>coefficients of denominator polynomial in descending order</dd>
<dt>n</dt>
<dd>number of coefficients</dd></dl>

Arguments

Author

arma2tsi — arma2tsi

<dl>

<dt>MApoly</dt>
<dd>coefficients of numerator polynomial in descending order</dd>


<dt>ARpoly</dt>
<dd>coefficients of denominator polynomial in descending order</dd>


<dt>n</dt>
<dd>number of coefficients</dd>

</dl>

arma2tsi: arma2tsi

Description

Usage

Arguments

Author