psij: Finding the psi_j wieghts of ARIMA Models

In statmanrobin/ts343AJ: Time Series Functions and Data for Stat 343

Finding the psi_j wieghts of ARIMA Models

Description

Takes an ARIMA model and produces a vector of psi_j weights for the fitted model

Usage

psij(model, inf = "ma", deg = 6, digits = 4)

Arguments

model	an object of class “arima”. For example, model produced by the Arima() function
inf	The type of infinite expansion in which the user wants to view the fitted ARIMA model. The default is “ma” which returns a vector of the psi_j weights for a MA infinity model. Other options for form include “ar”
deg	how many psi_j weights the user selects. Range of 1-8
digits	The number of digits the user rounds each psi_j weight

Details

Calculates the psi_j weights by taking the AR and MA characteristic polyonomials, uses the taylor() function to find the Taylor Series approximation of the quotient of the two polynomials and returns a vector of the first 6 coefficients.

Value

A vector of psi_j weights for a given fitted ARIMA model

statmanrobin/ts343AJ documentation built on May 23, 2022, 4:34 p.m.