expand_ma: Expand MA coefficients to include SMA coefficients of SARMA...
In tscopula: Time Series Copula Models
expand_ma R Documentation
Expand MA coefficients to include SMA coefficients of SARMA model
Description
Expand MA coefficients to include SMA coefficients of SARMA model
Usage
expand_ma(ma, sma, period)
Arguments
ma
vector of MA coefficients
sma
vector of SMA coefficients
period
period of SARMA model
Value
vector of MA coefficients in equivalent ARMA model
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| expand_ma | R Documentation |
Expand MA coefficients to include SMA coefficients of SARMA model
Description
Expand MA coefficients to include SMA coefficients of SARMA model
Usage
expand_ma(ma, sma, period)
Arguments
ma |
vector of MA coefficients |
sma |
vector of SMA coefficients |
period |
period of SARMA model |
Value
vector of MA coefficients in equivalent ARMA model
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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