MA1: Create an Moving Average 1 [MA(1)] Process

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

Description

Setups the necessary backend for the MA1 process.

Usage

MA1(theta = NULL, sigma2 = 1)

Arguments

theta	A double value for the phi of an MA1 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: "MA1","SIGMA2"

theta

theta, sigma^2

plength

Number of Parameters

desc

"MA1"

obj.desc

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

starting

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

Author(s)

JJB

Examples

MA1()
MA1(theta=.32, sigma2=1.3)

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