Methods for filterPoly in package sarima

Methods for filterPoly in package sarima.

Methods

The methods for filterPoly take care implicitly for the sign convention used to store the coefficients in the object.

signature(object = "BJFilter")

A polynomial whose coefficients are the negated filter coefficients.

signature(object = "SPFilter")

A polynomial whose coefficients are as stored in the object.

signature(object = "SarimaFilter")

Returns a list with the following components:

nseasons

number of seasons.

iorder

integration order, number of (non-seasonal) differences.

siorder

seasonal integration order, number of seasonal differences.

arpoly

autoregression polynomial

mapoly

moving average polynomial

sarpoly

seasonal autoregression polynomial

smapoly

seasonal moving average polynomial

fullarpoly

the polynomial obtained by multiplying out all AR-like terms, including differences.

fullmapoly

the polynomial obtained by multiplying out all MA terms

core_sarpoly

core seasonal autoregression polynomial. It is such that sarpoly(\(z\)) = core_sarpoly(\(z^{nseasons}\))

core_smapoly

core seasonal moving average polynomial. It is such that smapoly(\(z\)) = core_smapoly(\(z^{nseasons}\))

signature(object = "VirtualArmaFilter")

Returns a list with the following components:

ar

autoregression polynomial.

ma

moving average polynomial.

signature(object = "VirtualMonicFilterSpec")

Calls filterPolyCoef(object) and converts the result to a polynomial. Thus, it is sufficient to have a method for filterPolyCoef().

Author

Georgi N. Boshnakov

See also

filterCoef for examples and related functions

Examples

## see the examples for ?filterCoef