Corner {MTS}

Compute the Corner table for transfer function model specification

Description

For a given dependent variable and an input variable, the program computes the Corner table for specifying the order (r,s,d) of a transfer function

Usage

Corner(y,x,Nrow=11,Ncol=7)

Arguments

y

A pre-whitened dependent (or output) variable

x

A pre-whitened independent (or input) variable. It should be a white noise series

Nrow

The number of rows of the Corner table. Default is 11.

Ncol

The number of columns of the Corner table. Default is 7.

Details

For the pair of pre-whitened output and input variables, the program compute the Corner table and its simplified version for specifying the order of a transfer function.

Value

corner

The Corner table

Author(s)

Ruey S. Tsay