pi_coefficients: Compute pi coefficients of an AR process from SARIMA...

In gratis: Generating Time Series with Diverse and Controllable Characteristics

Compute pi coefficients of an AR process from SARIMA coefficients.

Description

Convert SARIMA coefficients to pi coefficients of an AR process.

Usage

pi_coefficients(
  ar = 0,
  d = 0L,
  ma = 0,
  sar = 0,
  D = 0L,
  sma = 0,
  m = 1L,
  tol = 1e-07
)

Arguments

ar	AR coefficients in the SARIMA model.
d	number of differences in the SARIMA model.
ma	MA coefficients in the SARIMA model.
sar	seasonal AR coefficients in the SARIMA model.
D	number of seasonal differences in the SARIMA model.
sma	seasonal MA coefficients in the SARIMA model.
m	seasonal period in the SARIMA model.
tol	tolerance value used. Only return up to last element greater than tolerance.

Value

A vector of AR coefficients.

Author(s)

Rob J Hyndman

Examples

# Not Run

gratis documentation built on May 29, 2024, 5:36 a.m.