pi.weights: Pi weights of an AR(I)MA model

In tfarima: Transfer Function and ARIMA Models

Pi weights of an AR(I)MA model

Description

pi.weights computes the pi-weights of an AR(I)MA model.

Usage

pi.weights(um, ...)

## S3 method for class 'um'
pi.weights(um, lag.max = 10, var.pi = FALSE, ...)

Arguments

um	an object of class um.
...	additional arguments.
lag.max	largest AR(Inf) coefficient required.
var.pi	logical. If TRUE (FALSE), the I polynomials is considered (ignored).

Value

A numeric vector.

Examples

um1 <- um(i = "(1 - B)(1 - B^12)", ma = "(1 - 0.8B)(1 - 0.8B^12)")
pi.weights(um1, var.pi = TRUE)

tfarima documentation built on May 20, 2022, 5:06 p.m.