ma.inf: Compute MA infinity coefficients
In itsmr: Time Series Analysis Using the Innovations Algorithm
ma.inf R Documentation
Compute MA infinity coefficients
Description
Compute MA infinity coefficients
Usage
ma.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
ar.inf
Examples
M = c("diff",12)
e = Resid(deaths,M)
a = arma(e,1,1)
ma.inf(a,10)
itsmr documentation built on Aug. 6, 2022, 9:08 a.m.
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| ma.inf | R Documentation |
Compute MA infinity coefficients
Description
Compute MA infinity coefficients
Usage
ma.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
ar.inf
Examples
M = c("diff",12)
e = Resid(deaths,M)
a = arma(e,1,1)
ma.inf(a,10)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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