predARMA: Prediction of an AR 3 process

In mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti

Prediction of an AR 3 process

Description

For isslustration purposes this implements the prediction of an ARMA(3, 0) process.

Usage

predARMA(X, a)

Arguments

X	a vector of data X_t.
a	vector p of parameters.

Value

a vector with values from the quadratic predictor.

Author(s)

Shelemyahu Zacks

See Also

ARMA

Examples

set.seed(123)
predARMA(ARMA(100,c(0.1, 0.2, 0.3), c(0.1, 0.2)), c(0.1, 0.2, 0.3))

mistat documentation built on March 7, 2023, 6:43 p.m.