Gives the \(\pi\)-weights in the invertible representation of an ARMA model.
ARMAtoAR(ar = 0, ma = 0, lag.max=20)
A vector of coefficients.
vector of AR coefficients
vector of MA coefficients
number of pi-weights desired
You can find demonstrations of astsa capabilities at FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.
ARMAtoAR(ar=.9, ma=.5, 10)
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