draw.coef {SLBDD} | R Documentation |
Random draw of polynomial coefficients for stationary AR models or invertible MA models. The resulting polynomial has solutions outside the unit circle.
draw.coef(deg, delta = 0.02)
deg |
Degree of the polynomial. Maximum degree is 5. |
delta |
The minimum distance of a polynomial root from the boundary 1 or -1. The default is 0.02. |
c = (c1,c2,...)
denotes the coefficients of 1-c1*x-c2*x^2-...
.
draw.coef(2)