freqdom (version 1.0.4)

invfourier: Inverse Fourier transform for operators

Description

Inverse Fourier transform of a given Frequency Domain Operator.

Usage

invfourier(R, lags = 0:0)

Arguments

R

the operator to invert

lags

lags to compute

Value

Time domain operator serie object

See Also

fourier.transform

Examples

# NOT RUN {
n = 100
X = rar(n)
Y = rar(n)
#estimate regressors in model $Y_t = \sum_{i\in Z} A_i X_{t-i}$
SYX = spectral.density(Y, X)
SXX = spectral.density(X)
R = freqdom.ratio(SYX,SXX, n)
A = invfourier(R)
# }