as.lagpol

<code>as.lagpol</code> converts a numeric vector c(1, -a_1, ..., -a_d) into 
a lag polynomial \((1 - a_1 B - ... - a_p B^p)\).

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

as.lagpol function

<dl><dt>pol</dt>
<dd>a numeric vector.</dd>
<dt>p</dt>
<dd>integer power.</dd></dl>

Arguments

Lag polynomial — as.lagpol

<dl>

<dt>pol</dt>
<dd>a numeric vector.</dd>


<dt>p</dt>
<dd>integer power.</dd>

</dl>

as.lagpol: Lag polynomial

Description

Usage

Value

Arguments

Examples