compute.MA: Coefficients of the moving average representation function

Description Usage Arguments Value Author(s) Examples

Description

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.

Usage

1
compute.MA(pol, M)

Arguments

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?).

Value

psi

Vector containing coefficients of the moving average representation.

Author(s)

Sean Telg

Examples

1
2
pol <- c(0.3,0.4)
psi <- companion.form(pol)

Example output



MARX documentation built on May 2, 2019, 3:42 a.m.

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