permodelmf {pcts} | R Documentation |
Compute the multi-companion form of a per model.
permodelmf(permodel, update = TRUE)
permodel |
a model. |
update |
If TRUE store the multi-companion form in
|
todo:
the multi-companion form of the model or the updated model, as described in Details.
Georgi N. Boshnakov
Boshnakov GN, Iqelan BM (2009). “Generation of time series models with given spectral properties.” J. Time Series Anal., 30(3), 349–368. ISSN 0143-9782, doi:10.1111/j.1467-9892.2009.00617.x.