specify: Specify an ARMA model

Description Usage Arguments Value Examples

View source: R/itsmr.R

Description

Specify an ARMA model

Usage

1
specify(ar = 0, ma = 0, sigma2 = 1)

Arguments

ar

Vector of AR coefficients (index number equals coefficient subscript)

ma

Vector of MA coefficients (index number equals coefficient subscript)

sigma2

White noise variance

Value

Returns an ARMA model consisting of 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

Examples

1
specify(ar=c(0,0,.99))

itsmr documentation built on Jan. 22, 2018, 1:04 a.m.