lagpol function

Lag polynomials

lagpol creates a lag polynomial of the form c("$(1 - coef_1 B^s - ...\n$", "$- coef_d B^sd)^p$"). This class of lag polynomials is defined by a vector of d coefficients c(coef_1, ..., coef_d), the powers s and p, and a vector of k parameters c(param_1, ..., param_k). The vector c(coef_1, ..., coef_d) is actually a vector of math expressions to compute the value of each coefficient in terms of the parameters.

lagpol(param = NULL, s = 1, p = 1, lags = NULL, coef = NULL)

Arguments

• param: a vector/list of named parameters.
• s: the seasonal period, integer.
• p: the power of lag polynomial, integer.
• lags: a vector of lags for sparse polynomials.
• coef: a vector of math expressions.

Returns

lagpol returns an object of class "lagpol" with the following components:

• coef: Vector of coefficients c(coef_1, ..., coef_p) provided to create the lag polynomial.
• pol: Base lag polynomial, c(1, -coef_1, ..., -coef_d).
• Pol: Power lag polynomial when p > 1.

Examples

lagpol(param = c(phi = 0.8) )
lagpol(param = c(phi1 = 1.2, phi2 = -0.6), s = 4)
lagpol(param = c(delta = 1), p = 2)