companionMat {MSTest} | R Documentation |
Companion Matrix
Description
This function converts the (q x 1
) vector of constants and (q x qp
) matrix of autoregressive coefficients into (qp x qp
) matrix belonging to the companion form
Usage
companionMat(phi, p, q)
Arguments
phi |
matrix of dimension ( |
p |
integer for number of autoregressive lags. |
q |
integer for number of series. |
Value
matrix of dimension (qp x qp
) of companion form.
[Package MSTest version 0.1.5 Index]