factor.wge

This program produces a factor table that reduces a kth order factor into its first and irreducible second order factors as described in Section 3.2.11 of "Applied Time Series Analysis" by Woodward, Gray, and Elliott

 Factor table 

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

factor.wge function

<dl> <dt>phi</dt>
<dd>Vector containing the coefficients of the kth order AR factor which is to be factored</dd> <dt>theta</dt>
<dd>Vector containing the coefficients of the kth order MA factor which is to be factored</dd></dl>

Arguments

Author

Produce factor table for a kth order AR or MA model — factor.wge

<dl>

 <dt>phi</dt>
<dd>Vector containing the coefficients of the kth order AR factor which is to be factored</dd>

 <dt>theta</dt>
<dd>Vector containing the coefficients of the kth order MA factor which is to be factored</dd>

</dl>

factor.wge: Produce factor table for a kth order AR or MA model

Description

Usage

Value

Arguments

Author

References

Examples