permodelmf {pcts}

Compute the multi-companion form of a per model

Description

Compute the multi-companion form of a per model.

Usage

permodelmf(permodel, update = TRUE)

Arguments

permodel

a model.

update

If TRUE store the multi-companion form in permodel and return the whole model, otherwise simply return the multi-companion form.

Details

todo:

Value

the multi-companion form of the model or the updated model, as described in Details.

Author(s)

Georgi N. Boshnakov

References

Boshnakov GN, Iqelan BM (2009). “Generation of time series models with given spectral properties.” J. Time Series Anal., 30(3), 349–368. ISSN 0143-9782, doi:10.1111/j.1467-9892.2009.00617.x.