partial-fraction function

Partial Fraction Decomposition

Partial fraction decomposition of the pseudo-spectrum of a fitted ARIMA model.

partial.fraction(numerator, den.trend, den.transitory, den.seasonal)

Arguments

• numerator: numeric vector containing the coefficients of the numerator of the ratio of polynomials to be decomposed (numerator in the left-hand-side of the relationship given in pseudo.spectrum).
• den.trend: numeric vector containing the coefficients of the denominator in the partial fraction related to the trend component.
• den.transitory: numeric vector containing the coefficients of the denominator in the partial fraction related to the transitory component.
• den.seasonal: numeric vector containing the coefficients of the denominator in the partial fraction related to the seasonal component.

Returns

A list containing the system of equations which is solved and the numerators of the partial fractions related, respectively, to the trend, transitory and seasonal components.

See Also

pseudo.spectrum.