gratis (version 1.0.7)

pi_coefficients: Compute pi coefficients of an AR process from SARIMA coefficients.

Description

Convert SARIMA coefficients to pi coefficients of an AR process.

Usage

pi_coefficients(
  ar = 0,
  d = 0L,
  ma = 0,
  sar = 0,
  D = 0L,
  sma = 0,
  m = 1L,
  tol = 1e-07
)

Value

A vector of AR coefficients.

Arguments

ar

AR coefficients in the SARIMA model.

d

number of differences in the SARIMA model.

ma

MA coefficients in the SARIMA model.

sar

seasonal AR coefficients in the SARIMA model.

D

number of seasonal differences in the SARIMA model.

sma

seasonal MA coefficients in the SARIMA model.

m

seasonal period in the SARIMA model.

tol

tolerance value used. Only return up to last element greater than tolerance.

Author

Rob J Hyndman

Examples

# Not Run