search for: phi_3

Hello! Is it possible to use R time series to identificate a process which is subjected to known input? I.e. I have 2 sequences - one is measurements of black box's state and the second is the "force" by which this black box is driven (which is known too) and I want to fit thist two series with AR-process. The "ar" procedure from stats package expects that the force is

...an't find the method in R for testing whether the resulting estimated coefficients of an AR model imply that the model is invertible. To quote from eric zivot's blue book : " the AR(p) is invertible provided the rots of the characteristic equation Phi(z) = 1 - phi_1*z - phi_2*z^2 = phi_3*z^3 - ..... Phi_p*z^p = 0 lie outside the complex circle". I can't find a function nor do I know how to do the above myself. I think there is an equivalent method in which I can check whether the eigenvalues of some dual equation ( I forget what it is ) are less than one but I don't...

...1/12 1/4 (ginverse() will be available in S+4.0 and fractions(), now available in the MASS2 library, simply displays numbers in fractional form so that patterns are more obvious). Thus the phi's are identified by requiring that they add to zero, and *alpha_l = (phi_2 - phi_l )/2, *alpha_2 = [phi_3 - (phi_l + phi_2)/2] / 3 &c. When the columns of C are not mutually orthogonal the story is not quite so obvious, though. For example take a C matrix using contr.sdif (available in the MASS2 library) > contr.sdif(4) [2-1] [3-2] [4-3] 1 -0.75 -0.5 -0.25 2 0.25 -0.5 -0.25 3 0.25 0.5 -0.25 4...