Corner function

Compute the Corner table for transfer function model specification

For a given dependent variable and an input variable, the program computes the Corner table for specifying the order (r,s,d) of a transfer function

Corner(y,x,Nrow=11,Ncol=7)

Arguments

• y: A pre-whitened dependent (or output) variable
• x: A pre-whitened independent (or input) variable. It should be a white noise series
• Nrow: The number of rows of the Corner table. Default is 11.
• Ncol: The number of columns of the Corner table. Default is 7.

Details

For the pair of pre-whitened output and input variables, the program compute the Corner table and its simplified version for specifying the order of a transfer function.

Returns

• corner: The Corner table

Author(s)

Ruey S. Tsay