MARX (version 0.2)

companion.form: Companion form function

Description

This function allows you to compute a companion form matrix in order to check the stability of causal and noncausal part of the ARX model.

Usage

companion.form(pol)

Arguments

pol

Coefficient vector. If polynomial is 1 - ax - bx^2, coefficient vector is c(a, b).

Value

C

Companion matrix C.

Examples

# NOT RUN {
pol <- c(0.3,0.4)
C <- companion.form(pol)
# }