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mistat (version 2.0.4)

predARMA: Prediction of an AR 3 process

Description

For isslustration purposes this implements the prediction of an ARMA(3, 0) process.

Usage

predARMA(X, a)

Value

a vector with values from the quadratic predictor.

Arguments

X

a vector of data X_t.

a

vector p of parameters.

Author

Shelemyahu Zacks

See Also

ARMA

Examples

Run this code
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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