DEFINITION MODULE LinPred; (* EXPORT QUALIFIED FixRts, Predic; *) FROM NRVect IMPORT Vector; PROCEDURE FixRts(D: Vector); (* Given the LP coefficients D[0, NPOLES-1], this routine finds all roots of the characteristic polynomial (12.10.3), reflects any roots that are outside the unit circle back inside, and then returns a modified set of D's. The routine Zroots of section 9.5 is referenced. *) PROCEDURE Predic(DATA, D, FUTURE: Vector); (* Given DATA[0, NDATA-1], and given the data's LP coefficients D[0, NPOLES-1], this routine applies equation (12.10.1) to predict the next NFUT data points, which it returns in the array FUTURE[0, NFUT-1]. Note that the routine references only the last NPOLES values of DATA, as initial values for the prediction. *) END LinPred.