factorize

factorize.um

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

factorize function

<dl><dt>um</dt>
<dd>an object of class <code>um</code> or a list of these objects.</dd>
<dt>...</dt>
<dd>additional arguments.</dd>
<dt>full</dt>
<dd>logical value. If TRUE, lag polynomials are completely
factorized. Otherwise, they are factored isolating positive real
roots and grouping the remaining roots.</dd></dl>

Arguments

Factorized form of a univariate ARIMA model — factorize

<dl>

<dt>um</dt>
<dd>an object of class <code>um</code> or a list of these objects.</dd>


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


<dt>full</dt>
<dd>logical value. If TRUE, lag polynomials are completely
factorized. Otherwise, they are factored isolating positive real
roots and grouping the remaining roots.</dd>

</dl>

factorize: Factorized form of a univariate ARIMA model

Description

Usage

Arguments

Examples