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itsmr (version 1.1)

specify: Specify an ARMA model

Description

Specify an ARMA model

Usage

specify(ar = 0, ma = 0, sigma2 = 1)

Arguments

ar
AR coefficients
ma
MA coefficients
sigma2
White noise variance

Value

  • Returns an ARMA model consisting of a list with the following components.
  • phiAR coefficients
  • thetaMA coefficients
  • sigma2White noise variance

Examples

Run this code
specify(ar=c(0,0,.99))

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