arma2tsi: arma2tsi
In UComp: Automatic Univariate Time Series Modelling of many Kinds
arma2tsi R Documentation
arma2tsi
Description
AR polynomial coefficients of ARMA model
Usage
arma2tsi(MApoly, ARpoly, n = 100)
Arguments
MApoly
coefficients of numerator polynomial in descending order
ARpoly
coefficients of denominator polynomial in descending order
n
number of coefficients
Value
Tsi (MA form) coefficients of equivalent ARMA model
Author(s)
Diego J. Pedregal
UComp documentation built on April 24, 2026, 5:07 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| arma2tsi | R Documentation |
arma2tsi
Description
AR polynomial coefficients of ARMA model
Usage
arma2tsi(MApoly, ARpoly, n = 100)
Arguments
MApoly |
coefficients of numerator polynomial in descending order |
ARpoly |
coefficients of denominator polynomial in descending order |
n |
number of coefficients |
Value
Tsi (MA form) coefficients of equivalent ARMA model
Author(s)
Diego J. Pedregal
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.