ARMAtoMA_cpp: Converting an ARMA Process to an Infinite MA Process

View source: R/RcppExports.R

ARMAtoMA_cppR Documentation

Converting an ARMA Process to an Infinite MA Process

Description

Takes an ARMA function and converts it to an infinite MA process.

Usage

ARMAtoMA_cpp(ar, ma, lag_max)

Arguments

ar

A column vector of length p

ma

A column vector of length q

lag_max

A int of the largest MA(Inf) coefficient required.

Details

This function is a port of the base stats package's ARMAtoMA. There is no significant speed difference between the two.

Value

A column vector containing coefficients

Author(s)

R Core Team and JJB


simts documentation built on Aug. 31, 2023, 5:07 p.m.