Learn more about Econometrics Toolbox

minus - Class: LagOp

Lag operator polynomial subtraction

Syntax

C = minus(A, B, 'Tolerance', tolerance)
C = A -B

Description

Given two lag operator polynomials A(L) and B(L), C = minus(A, B, 'Tolerance', tolerance) performs a polynomial subtraction C(L) = A(L) – B(L)with tolerance tolerance. 'Tolerance' is the positive scalar tolerance used to determine which coefficients are included in the result. The default tolerance is 1e–12. Specifying a tolerance greater than 0 allows the user to exclude polynomial lags with near-zero coefficients. A coefficient matrix of a given lag is excluded only if the magnitudes of all elements of the matrix are less than or equal to the specified tolerance.

C = A -B performs a polynomial subtraction.

If at least one of A or B is a lag operator polynomial object, the other can be a cell array of matrices (initial lag operator coefficients), or a single matrix (zero-degree lag operator).

Tips

The subtraction operator (–) invokes minus, but the optional coefficient tolerance is available only by calling minus directly.

Examples

Create two LagOp polynomials and subtract one from the other:

A = LagOp({1 -0.6 0.08});
B = LagOp({1 -0.5});
A-B

ans = 

    1-D Lag Operator Polynomial:
    -----------------------------
        Coefficients: [-0.1 0.08]
                Lags: [1 2]
              Degree: 2
           Dimension: 1

See Also

plus

© 1984-2010- The MathWorks, Inc.    -   Site Help   -   Patents   -   Trademarks   -   Privacy Policy   -   Preventing Piracy   -   RSS