roots2lagpol

<code>roots2lagpol</code> creates a lag polynomial from its roots.

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

roots2lagpol function

<dl><dt>x</dt>
<dd>a vector of real and/or complex roots.</dd>
<dt>lp</dt>
<dd>logical. If TRUE, a object of class <code>lagpol</code> is returned;
otherwise a numeric vector is returned.</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Lag polynomial from roots — roots2lagpol

<dl>

<dt>x</dt>
<dd>a vector of real and/or complex roots.</dd>


<dt>lp</dt>
<dd>logical. If TRUE, a object of class <code>lagpol</code> is returned;
otherwise a numeric vector is returned.</dd>


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

</dl>

roots2lagpol: Lag polynomial from roots

Description

Usage

Value

Arguments

Examples