sarma_expand: Expand Parameters for an SARMA object
In simts: Time Series Analysis Tools
sarma_expand R Documentation
Expand Parameters for an SARMA object
Description
Creates an expanded PHI and THETA vector for use in other objects.
Usage
sarma_expand(params, objdesc)
Arguments
params
A vec containing the theta values of the parameters.
objdesc
A vec containing the model term information.
Details
The objdesc is assumed to have the structure of:
AR(p)
MA(q)
SAR(P)
SMA(Q)
Seasons
Value
A field<vec> of size two as follows:
AR values
THETA values
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| sarma_expand | R Documentation |
Expand Parameters for an SARMA object
Description
Creates an expanded PHI and THETA vector for use in other objects.
Usage
sarma_expand(params, objdesc)
Arguments
params |
A |
objdesc |
A |
Details
The objdesc is assumed to have the structure of:
AR(p)
MA(q)
SAR(P)
SMA(Q)
Seasons
Value
A field<vec> of size two as follows:
AR values
THETA values
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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