roots.lagpol

roots.default

an object of class <code>lagpol</code>.

logical. If TRUE, it returns a five columns table showing the
real and imaginary parts, the modulus, the frequency and the period of each
root.

table

<code>roots.lagpol</code> computes the roots of a lag polynomial.

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

roots.lagpol function

<dl><dt>x</dt>
<dd>an object of class <code>lagpol</code>.</dd>
<dt>table</dt>
<dd>logical. If TRUE, it returns a five columns table showing the
real and imaginary parts, the modulus, the frequency and the period of each
root.</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Roots of a lag polynomial — roots.lagpol

<dl>

<dt>x</dt>
<dd>an object of class <code>lagpol</code>.</dd>


<dt>table</dt>
<dd>logical. If TRUE, it returns a five columns table showing the
real and imaginary parts, the modulus, the frequency and the period of each
root.</dd>


<dt>...</dt>
<dd>additional arguments.</dd>

</dl>

roots.lagpol: Roots of a lag polynomial

Description

Usage

Value

Arguments

Examples