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tfarima (version 0.4.1)

factors: Lag polynomial factorization

Description

factors extracts the simplifying factors of a polynomial in the lag operator by replacing, if needed, its approximate unit or real roots to exact unit or real roots.

Usage

factors(lp, ...)

# S3 method for lagpol factors(lp, full = TRUE, tol = 1e-05, expand = FALSE, ...)

Value

factors returns a list with the simplifying factors of the lag polynomial or the expanded polynomial.

Arguments

lp

an object of class lagpol.

...

additional arguments.

full

logical value. If TRUE, the lag polynomial is completely factored. Otherwise, it is factored separating positive real roots from the others.

tol

tolerance for nonzero coefficients.

expand

logical value to indicate whether or not the factored lag polynomial must be expanded.

Examples

Run this code
factors( as.lagpol(c(1, rep(0, 11), -1)) )

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