polymake {tsapp}

polymake generates the coefficients of an AR process given the zeros of the characteristic polynomial. The norm of the roots must be greater than one for stationary processes.

Description

polymake generates the coefficients of an AR process given the zeros of the characteristic polynomial. The norm of the roots must be greater than one for stationary processes.

Usage

polymake(r)

Arguments

r

vector, the zeros of the characteristic polynomial

Value

C coefficients (a[1],a[2],...,a[p]) of the polynomial 1 - a[1]z -a[2]z^2 -...- a[p]z^p

Examples

C <- polymake(c(2,-1.5,3))