lagpol0

`lagpol0` is a flexible constructor for <code>lagpol</code> objects.
It accepts multiple input formats: polynomial orders \((d, s, p)\), 
literal equations (e.g., \(1 - 0.8B\)), or seasonal specifications for 
special lag polynomials like \(AR/I/MA(s-1)\).

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

lagpol0 function

<dl><dt>op</dt>
<dd>Polynomial specification in one of these formats:<ul>
<li>Numeric vector \(c(d, s, p)\) specifying polynomial degree, 
 lag step (default 1), and exponent (default 1)</li>
<li>Character equation (e.g., <code>"1 - 0.8B"</code>)</li>
<li>Seasonal period or frequency (e.g., <code>"12"</code> or <code>"1/12"</code>)</li>
<li>List combining multiple specifications</li>
</ul></dd>
<dt>type</dt>
<dd>Operator type: <code>"ar"</code> (autoregressive), <code>"ma"</code> (moving
average), or <code>"i"</code> (integration).</dd>
<dt>envir</dt>
<dd>Environment for argument evaluation. Defaults to parent frame.</dd></dl>

Arguments

Create lag polynomial objects — lagpol0

<dl>

<dt>op</dt>
<dd>Polynomial specification in one of these formats:<ul>
<li>Numeric vector \(c(d, s, p)\) specifying polynomial degree, 
 lag step (default 1), and exponent (default 1)</li>
<li>Character equation (e.g., <code>"1 - 0.8B"</code>)</li>
<li>Seasonal period or frequency (e.g., <code>"12"</code> or <code>"1/12"</code>)</li>
<li>List combining multiple specifications</li>
</ul></dd>


<dt>type</dt>
<dd>Operator type: <code>"ar"</code> (autoregressive), <code>"ma"</code> (moving
average), or <code>"i"</code> (integration).</dd>


<dt>envir</dt>
<dd>Environment for argument evaluation. Defaults to parent frame.</dd>

</dl>

lagpol0: Create lag polynomial objects

Description

Usage

Value

Arguments

See Also

Examples