polyderivEvalR

Evaluate the k-th derivative of a polynomial at point z

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

polyderivEvalR function

<dl><dt>pol</dt>
<dd>Numeric vector of polynomial coefficients in ascending order
(pol[1] = constant term, pol[2] = coefficient of z, etc.)</dd>
<dt>z</dt>
<dd>Numeric value where the polynomial (or its derivative) is evaluated.</dd>
<dt>k</dt>
<dd>Integer. Derivative order (0 = original polynomial).</dd></dl>

Arguments

Evaluate the k-th derivative of a polynomial at point z — polyderivEvalR

<dl>

<dt>pol</dt>
<dd>Numeric vector of polynomial coefficients in ascending order
(pol[1] = constant term, pol[2] = coefficient of z, etc.)</dd>


<dt>z</dt>
<dd>Numeric value where the polynomial (or its derivative) is evaluated.</dd>


<dt>k</dt>
<dd>Integer. Derivative order (0 = original polynomial).</dd>

</dl>

polyderivEvalR: Evaluate the k-th derivative of a polynomial at point z

Description

Usage

Value

Arguments

Examples