partial.fraction {tsdecomp}

Partial Fraction Decomposition

Description

Partial fraction decomposition of the pseudo-spectrum of a fitted ARIMA model.

Usage

partial.fraction(numerator, den.trend, den.transitory, den.seasonal)

Arguments

numerator

numeric vector containing the coefficients of the numerator of the ratio of polynomials to be decomposed (numerator in the left-hand-side of the relationship given in pseudo.spectrum).

den.trend

numeric vector containing the coefficients of the denominator in the partial fraction related to the trend component.

den.transitory

numeric vector containing the coefficients of the denominator in the partial fraction related to the transitory component.

den.seasonal

numeric vector containing the coefficients of the denominator in the partial fraction related to the seasonal component.

Value

A list containing the system of equations which is solved and the numerators of the partial fractions related, respectively, to the trend, transitory and seasonal components.

See Also

pseudo.spectrum.