ar.inf: Compute AR infinity coefficients

Description Usage Arguments Details Value See Also Examples

View source: R/itsmr.R

Description

Compute AR infinity coefficients

Usage

1
ar.inf(a, n = 50)

Arguments

a

ARMA model

n

Order

Details

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

Value

Returns a vector of length n+1 to accomodate coefficient 0 at index 1.

See Also

ma.inf

Examples

1
2
a = yw(Sunspots,2)
ar.inf(a)

itsmr documentation built on Nov. 17, 2017, 7:27 a.m.