Coerce to Left Matrix Fraction Description

The function as.lmfd.pseries calls pseries2lmfd with default parameters. Of course the pseries object must contain sufficiently many lags.

Usage

as.lmfd(obj, method, ...)

# S3 method for class 'pseries'
as.lmfd(obj, method, ...)

# S3 method for class 'stsp'
as.lmfd(
  obj,
  method = c("echelon"),
  lag.max = NULL,
  tol = sqrt(.Machine$double.eps),
  ...
)

Arguments

obj

object

method

character string

...

optional additional arguments

lag.max

Integer. Number of lags for the impulse response computation. Defaults to max(2 * s, 10) where s is the state dimension of obj. Must be large enough for the Hankel matrix to resolve the Kronecker indices.

tol

Tolerance for the rank decision in the Kronecker-index computation (passed to qr). Default: sqrt(.Machine$double.eps).

Value

object of class lmfd