check: Check for causality and invertibility

Description

Check for causality and invertibility

Usage

1
check(a)

Arguments

a

ARMA model

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

None

Examples

1
2
a = specify(ar=c(0,0,.99))
check(a)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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