arma_adapter: ARMA Adapter to ARMA to WV Process function

In simts: Time Series Analysis Tools

ARMA Adapter to ARMA to WV Process function

Description

Molds the data so that it works with the arma_to_wv function.

Usage

arma_adapter(theta, p, q, tau)

Arguments

theta	A vec that contains all the parameter estimates.
p	A int that indicates the number of AR coefficients
q	A int that indicates the number of MA coefficients.
tau	A vec containing the scales e.g. 2^{\tau}

Details

The data conversion is more or less a rearrangement of values without using the obj desc.

Value

A vec containing the ARMA to WV results

Author(s)

James Joseph Balamuta (JJB)

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