Create a lag operator polynomial A(L), by
specifying the coefficients and, optionally, the corresponding lags.

Construction

A =
LagOp(coefficients)

A = LagOp(coefficients,Name,Value) creates
a lag operator polynomial with additional options specified by one
or more Name,Value pair arguments. Name can
also be a property name and Value is the corresponding
value. Name must appear inside single quotes ('').
You can specify several name-value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Input Arguments

coefficients

The coefficients of the lag operator polynomial. Generally, coefficients is
a cell array of square matrices. For convenience, coefficients may
also be specified in other ways:

As a vector, representing a univariate time series
polynomial with multiple lags.

As a matrix, representing a multivariate time series
polynomial with a single lag.

As an existing LagOp object, to be
updated according to the optional inputs.

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments.
Name is the argument
name and Value is the corresponding
value. Name must appear
inside single quotes (' ').
You can specify several name and value pair
arguments in any order as Name1,Value1,...,NameN,ValueN.

'Lags'

Vector of integer lags associated with the polynomial coefficients.
If specified, the number of lags must be the same as the number of
coefficients.

Default: Coefficients are associated with lags 0, 1,..., numCoefficients–1.

'Tolerance'

Nonnegative scalar tolerance used to determine which lags are
included in the object. Specifying a tolerance greater than the default
(1e–12) excludes lags with near-zero coefficients.
A lag is excluded if the magnitudes of all elements of the coefficient
matrix are less than or equal to the specified tolerance.

Default: 1e–12

Output Arguments

A

Lag operator polynomial (LagOp) object.

Properties

Coefficients

Lag indexed cell array of nonzero polynomial coefficients

Degree

Polynomial degree (the highest lag associated with a nonzero
coefficient)

Dimension

Polynomial dimension (the number of time series to which it
may be applied)

Lags

Polynomial lags associated with nonzero coefficient

Convert lag operator polynomial object to cell array

Copy Semantics

Value. To learn how value classes affect
copy operations, see Copying Objects in
the MATLAB^{®} documentation.

Indexing

The coefficients of lag operator polynomials are accessible
by lag-based indexing; that is, by specifying nonnegative integer
lags associated with the coefficients of interest.