tfarima (version 0.3.2)

lagpol: Lag polynomials

Description

lagpol creates a lag polynomial of the form \((1 - coef_1 B^s - ... - coef_d B^sd)^p\). This class of lag polynomials is defined by a vector of d coefficients c(coef_1, ..., coef_d), the powers s and p, and a vector of k parameters c(param_1, ..., param_k). The vector c(coef_1, ..., coef_d) is actually a vector of math expressions to compute the value of each coefficient in terms of the parameters.

Usage

lagpol(param = NULL, s = 1, p = 1, lags = NULL, coef = NULL)

Arguments

param

a vector/list of named parameters.

s

the seasonal period, integer.

p

the power of lag polynomial, integer.

lags

a vector of lags for sparse polynomials.

coef

a vector of math expressions.

Value

lagpol returns an object of class "lagpol" with the following components:

coef

Vector of coefficients c(coef_1, ..., coef_p) provided to create the lag polynomial.

pol

Base lag polynomial, c(1, -coef_1, ..., -coef_d).

Pol

Power lag polynomial when p > 1.

Examples

# NOT RUN {
lagpol(param = c(phi = 0.8) )
lagpol(param = c(phi1 = 1.2, phi2 = -0.6), s = 4)
lagpol(param = c(delta = 1), p = 2)

# }