ARMAtoMA

0th

Percentile

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

arima, ARMAacf.

Aliases
  • ARMAtoMA
Examples
library(stats) # NOT RUN { 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) # }
Documentation reproduced from package stats, version 3.5.0, License: Part of R 3.5.0

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