Description Usage Arguments Value Author(s) Examples
This function allows you to invert a polynomial (either the causal or the noncausal one) and output the corresponding coefficients of the moving average representation.
1 | compute.MA(pol, M)
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pol |
Coefficient vector. If polynomial is 1 - ax - bx^2, coefficient vector is c(a, b). |
M |
Truncation value M (how many MA coefficients should be computed?). |
psi |
Vector containing coefficients of the moving average representation. |
Sean Telg
1 2 | pol <- c(0.3,0.4)
psi <- companion.form(pol)
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