MA: Create an Moving Average Q [MA(Q)] Process

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description

Setups the necessary backend for the MA(Q) process.

Usage

MA(theta = NULL, sigma2 = 1)

Arguments

theta	A vector with double values for the theta of an MA(Q) process.
sigma2	A double value for the variance, sigma^2, of a WN process.

Value

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

process.desc

Used in summary: "MA-1","MA-2", ..., "MA-Q", "SIGMA2"

theta

theta[[1]], theta[[2]], ..., theta[[q]], sigma^2

plength

Number of Parameters

desc

"MA"

obj.desc

Depth of Parameters e.g. list(q,1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Author(s)

JJB

Examples

MA(1) # One theta
MA(2) # Two thetas!

MA(theta=.32, sigma=1.3) # 1 theta with a specific value.
MA(theta=c(.3,.5), sigma=.3) # 2 thetas with specific values.

SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.