factor.wge {tswge}

Produce factor table for a kth order AR or MA model

Description

This program produces a factor table that reduces a kth order factor into its first and irreducible second order factors as described in Section 3.2.11 of "Applied Time Series Analysis" by Woodward, Gray, and Elliott

Usage

factor.wge(phi=0, theta=0)

Arguments

phi

Vector containing the coefficients of the kth order AR factor which is to be factored

theta

Vector containing the coefficients of the kth order MA factor which is to be factored

Value

The only output is the factor table, written by default to the console

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis, 2nd edition" by Woodward, Gray, and Elliott

Examples

factor.wge(phi=c(-.3,.44,.29,-.378,-.648))