simts (version 0.2.2)

MA: Create an Moving Average Q [MA(Q)] Process

Description

Sets up the necessary backend for the MA(Q) process.

Usage

MA(theta = NULL, sigma2 = 1)

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "MA-1","MA-2", ..., "MA-Q", "SIGMA2"

theta

\(\theta_1\), \(\theta_2\), ..., \(\theta_q\), \(\sigma^2\)

plength

Number of parameters

desc

"MA"

print

String containing simplified model

obj.desc

Depth of parameters e.g. list(q,1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Arguments

theta

A double value for the parameter \(\theta\) (see Note for details).

sigma2

A double value for the variance parameter \(\sigma ^2\) (see Note for details).

Author

James Balamuta

Examples

MA(1) # One theta
MA(2) # Two thetas!

MA(theta=.32, sigma=1.3) # 1 theta with a specific value.
MA(theta=c(.3,.5), sigma=.3) # 2 thetas with specific values.