ARMAtoMA
Convert ARMA Process to Infinite MA Process
Convert ARMA process to infinite MA process.
- Keywords
- ts
Usage
ARMAtoMA(ar = numeric(), ma = numeric(), lag.max)Arguments
- ar
- numeric vector of AR coefficients
- ma
- numeric vector of MA coefficients
- lag.max
- Largest MA(Inf) coefficient required.
Value
-
A vector of coefficients.
References
Brockwell, P. J. and Davis, R. A. (1991) Time Series: Theory and Methods, Second Edition. Springer.
See Also
Examples
library(stats)
ARMAtoMA(c(1.0, -0.25), 1.0, 10)
## Example from Brockwell & Davis (1991, p.92)
## answer (1 + 3*n)*2^(-n)
n <- 1:10; (1 + 3*n)*2^(-n)
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