mult.wge {tswge}

Multiply Factors

Description

The function multiplies the AR (or MA) factors of a model to produce the model in unfactored form. Requires the CRAN package 'PolynomF'.

Usage

mult.wge(fac1 = 0, fac2 = 0, fac3 = 0, fac4 = 0, fac5 = 0, fac6 = 0)

Arguments

fac1

First factor to be multiplied

fac2

Second factor to be multiplied

fac3

Third factor to be multiplied (you may use a maximum of 6 factors)

fac4

Fourth factor to be multiplied (you may use a maximum of 6 factors)

fac5

Fifth factor to be multiplied (you may use a maximum of 6 factors)

fac6

Sixth factor to be multiplied (you may use a maximum of 6 factors)

Value

char.poly

The characteristics polynomial of the full model

model.coef

Model coefficients of the full model using notation in "Applied Time Series Analysis, 2nd edition" by Woodward, Gray, and Elliott

Note

Requires CRAN package 'PolynomF'

Author(s)

Wayne Woodward

References

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

Examples

fac1=c(1.6,-.9)
fac2=.8
mult.wge(fac1,fac2)