ar.inf | R Documentation |
Compute AR infinity coefficients
ar.inf(a, n = 50)
a |
ARMA model |
n |
Order |
The ARMA model is a list with the following components.
phi | Vector of AR coefficients (index number equals coefficient subscript) |
theta | Vector of MA coefficients (index number equals coefficient subscript) |
sigma2 | White noise variance |
Returns a vector of length n+1
to accomodate coefficient 0 at index 1.
ma.inf
a = yw(Sunspots,2) ar.inf(a)
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