Description Usage Arguments Details Value Author(s) Examples
Takes an ARMA function and converts it to an infinite MA process.
1 | ARMAtoMA_cpp(ar, ma, lag_max)
|
ar |
A |
ma |
A |
lag_max |
A |
This function is a port of the base stats package's ARMAtoMA. There is no significant speed difference between the two.
A column vector
containing coefficients
R Core Team and JJB
1 2 3 4 | # ARMA(2,1)
ARMAtoMA_cpp(c(1.0, -0.25), 1.0, 10)
# ARMA(0,1)
ARMAtoMA_cpp(numeric(0), 1.0, 10)
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