permodelmf {pcts} | R Documentation |
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
|
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.
[Package pcts version 0.15.7 Index]