partial.fraction

numeric vector containing the coefficients of the numerator of the 
ratio of polynomials to be decomposed (numerator in the left-hand-side of the 
relationship given in <code><a rd-options="tsdecomp" href="/link/pseudo.spectrum?package=tsdecomp&version=0.2&to=tsdecomp" data-mini-rdoc="tsdecomp::pseudo.spectrum">pseudo.spectrum</a></code>).

numerator

numeric vector containing the coefficients of the denominator in 
the partial fraction related to the trend component.

den.trend

numeric vector containing the coefficients of the denominator in 
the partial fraction related to the transitory component.

den.transitory

numeric vector containing the coefficients of the denominator in 
the partial fraction related to the seasonal component.

den.seasonal


Partial fraction decomposition of the pseudo-spectrum of a fitted ARIMA model.


ARIMA-model-based decomposition of quarterly and
monthly time series data.
The methodology is developed and described, among others, in
Burman (1980) <DOI:10.2307/2982132> and
Hillmer and Tiao (1982) <DOI:10.2307/2287770>.

Javier López-de-Lacalle

tsdecomp

Decomposition of Time Series Data

partial.fraction function

numeric vector containing the coefficients of the numerator of the 
ratio of polynomials to be decomposed (numerator in the left-hand-side of the 
relationship given in <code><a rd-options='tsdecomp' href='pseudo.spectrum'>pseudo.spectrum</a></code>).

partial.fraction: Partial Fraction Decomposition

Description

Usage

Arguments

Value

See Also