Description Usage Arguments Details Value Examples

Check for causality and invertibility

1 | ```
check(a)
``` |

`a` |
ARMA model |

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 |

None

1 2 |

```
Causal
Invertible
```

itsmr documentation built on Sept. 11, 2018, 1:05 a.m.

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