phi.ucarima

phi.um

<code>phi</code> multiplies the AR polynomials of an object of 
the <code>um</code> class.

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

phi.ucarima function

<dl><dt>x</dt>
<dd>an object of class <code>um</code>.</dd>
<dt>i</dt>
<dd>integer. Omit this component model.</dd>
<dt>ar</dt>
<dd>logical. If TRUE, the common AR polynomial is included.</dd>
<dt>lp</dt>
<dd>logical indicating the type of return: <code>lagpol</code> object
or numeric vector.</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Unscramble AR polynomial — phi.ucarima

<dl>

<dt>x</dt>
<dd>an object of class <code>um</code>.</dd>


<dt>i</dt>
<dd>integer. Omit this component model.</dd>


<dt>ar</dt>
<dd>logical. If TRUE, the common AR polynomial is included.</dd>


<dt>lp</dt>
<dd>logical indicating the type of return: <code>lagpol</code> object
or numeric vector.</dd>


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

</dl>

phi.ucarima: Unscramble AR polynomial

Description

Usage

Value

Arguments

Examples