expand_ma

Expand MA coefficients to include SMA coefficients of SARMA model

internal

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

expand_ma function

<dl><dt>ma</dt>
<dd>vector of MA coefficients</dd>
<dt>sma</dt>
<dd>vector of SMA coefficients</dd>
<dt>period</dt>
<dd>period of SARMA model</dd></dl>

Arguments

Expand MA coefficients to include SMA coefficients of SARMA model — expand_ma

<dl>

<dt>ma</dt>
<dd>vector of MA coefficients</dd>


<dt>sma</dt>
<dd>vector of SMA coefficients</dd>


<dt>period</dt>
<dd>period of SARMA model</dd>

</dl>

expand_ma: Expand MA coefficients to include SMA coefficients of SARMA model

Description

Usage

Value

Arguments