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For isslustration purposes this implements the prediction of an ARMA(3, 0) process.
predARMA(X, a)
a vector with values from the quadratic predictor.
a vector of data X_t.
vector p of parameters.
Shelemyahu Zacks
ARMA
set.seed(123) predARMA(ARMA(100,c(0.1, 0.2, 0.3), c(0.1, 0.2)), c(0.1, 0.2, 0.3))
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