ImpulseCoefficientsARMA: Impulse coefficients of ARMA

In FitARMA: Fit ARMA or ARIMA Using Fast MLE Algorithm

Description

The coefficients in the infinite MA expansion of the ARMA model are determined.

Usage

ImpulseCoefficientsARMA(phi, theta, lag.max)

Arguments

phi	AR coefficients
theta	MA coefficients
lag.max	lags 0,...,lag.max

Value

vector length lag.max+1

Author(s)

A.I. McLeod

Examples

ImpulseCoefficientsARMA(0.9,0.5,20)

Example output

Loading required package: FitAR
Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm
 [1] 1.00000000 0.40000000 0.36000000 0.32400000 0.29160000 0.26244000
 [7] 0.23619600 0.21257640 0.19131876 0.17218688 0.15496820 0.13947138
[13] 0.12552424 0.11297181 0.10167463 0.09150717 0.08235645 0.07412081
[19] 0.06670873 0.06003785 0.05403407

FitARMA documentation built on May 2, 2019, 9:33 a.m.