Mtxprod function

Polynomial Matrix Product

Compute the product of two polynomial matrices

Mtxprod(Mtx, sMtx, p, P)

Arguments

• Mtx: The coefficient matrix of a regular polynomial matrix
• sMtx: The coefficient matrix of a seasonal polynomial matrix
• p: Degree of the regular polynomial matrix
• P: Degree of the seasonal polynomial matrix

Returns

Coefficient matrix of the product. The product is in the form reg-AR * sAR, etc.

Author(s)

Ruey S. Tsay