sarma_expand: Expand Parameters for an SARMA object

In schoi355/gmwm: Generalized Method of Wavelet Moments

Expand Parameters for an SARMA object

Description

Creates an expanded PHI and THETA vector for use in other objects.

Usage

sarma_expand(params, objdesc)

Arguments

params	A vec containing the theta values of the parameters.
objdesc	A vec containing the model term information.

Details

The objdesc is assumed to have the structure of:

• AR(p)

• MA(q)

• SAR(P)

• SMA(Q)

• Seasons

Value

A field<vec> of size two as follows:

• AR values

• THETA values

Examples

# p, q, P, Q, 1, s, i, si
m = sarma_expand(c(0.5,.2,0,.1,.92,.83,.42,.33,.12), c(2,2,2,3,1,12,0,0))

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.