ARMA11: Create an Autoregressive Order 1 - Moving Average Order 1...
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Details Value Author(s) Examples

Sets up the necessary backend for the ARMA(1,1) process.

1	ARMA11(phi = NULL, theta = NULL, sigma2 = 1)

`phi`	A `double` containing the coefficients for phi[1]'s for the Autoregressive 1 (AR1) term.
`theta`	A `double` containing the coefficients for theta[1]'s for the Moving Average 1 (MA1) term.
`sigma2`	A `double` value for the standard deviation, sigma, of the ARMA process.

A variance is required since the model generation statements utilize randomization functions expecting a variance instead of a standard deviation like R.

An S3 object with called ts.model with the following structure:

process.desc: AR1, MA1, SIGMA2
theta: phi, theta, sigma^2
plength: Number of Parameters: 3
obj.desc: Depth of Parameters e.g. list(c(1,1,1))
starting: Guess Starting values? TRUE or FALSE (e.g. specified value)

JJB

# Creates an ARMA(1,1) process with predefined coefficients.
ARMA11(phi = .23, theta = .1, sigma2 = 1)

# Creates an ARMA(1,1) process with values to be guessed on callibration.
ARMA11()