MARX (version 0.2)

compute.MA: Coefficients of the moving average representation function

Description

This function allows you to invert a polynomial (either the causal or the noncausal one) and output the corresponding coefficients of the moving average representation.

Usage

compute.MA(pol, M)

Arguments

pol

Coefficient vector. If polynomial is 1 - ax - bx^2, coefficient vector is c(a, b).

M

Truncation value M (how many MA coefficients should be computed?).

Value

psi

Vector containing coefficients of the moving average representation.

Examples

# NOT RUN {
pol <- c(0.3,0.4)
psi <- companion.form(pol)
# }