inverse.form {marima} | R Documentation |
inverse.form
Description
Calculation of inverse form for arma model
Usage
inverse.form(ar.poly, ma.poly, L)
Arguments
ar.poly |
=autoregressive matrix part of model (array(k, k, ar-order)). |
ma.poly |
=moving average matrix part of model (array(k, k, ma-order)). |
L |
=order of return polynomial (length=L+1 including leading unity matrix). |
Value
inverse form for arma model up to order L (array(k, k, L+1)).
Examples
set.seed(4711)
p1 <- check.one(matrix(rnorm(16), nrow=4))
p2 <- check.one(array(rnorm(32),dim=c(4, 4, 2)))
inverse <- inverse.form(ar.poly=p1, ma.poly=p2, L=6)
short.form(inverse)
[Package marima version 2.2 Index]