Methods for filterPolyCoef
filterPolyCoef-methods.RdMethods for filterPolyCoef in package sarima.
Methods
The filterPolyCoef methods return results with the same
structure as the corresponding methods for filterPoly but with
polynomials replaced by their coefficients. If lag_0 is
FALSE the order 0 coefficients are dropped.
signature(object = "VirtualBJFilter")Calls
filterCoef(object), negates the result and prepends 1 iflag_0isTRUE.signature(object = "VirtualSPFilter")Calls
filterCoef(object)and prepends 1 to the result iflag_0isTRUE.signature(object = "VirtualArmaFilter")Returns a list with the following components:
- ar
coefficients of the autoregression polynomial.
- ma
coefficients of the moving average polynomial.
signature(object = "BJFilter")The coefficients of a polynomial whose coefficients are the negated filter coefficients. This is equivalent to the method for "VirtualBJFilter" but somewhat more efficient.
signature(object = "SPFilter")The coefficients of a polynomial whose coefficients are as stored in the object. This is equivalent to the method for "VirtualSPFilter" but somewhat more efficient.
signature(object = "SarimaFilter")Returns a list with the same components as the "SarimaFilter" method for
filterPoly, where the polynomials are replaced by their coefficients.
See also
filterCoef for examples and related functions