#' @title Compute memory function of ARMA process
#'
#' @description
#' Compute memory function of ARMA process.
#'
#' @param ar AR parameters
#' @param ma MA parameters
#' @param lag lag
#' @return parameters of memory function
#' @export
memory <- function(ar=0,ma=0,lag){
p <- length(ar)
q <- length(ma)
theta <- rep(0,lag+1)
theta[1] <- 1
theta[2:(q+1)] <- ma
phi <- rep(0,lag+1)
phi[1] <- 1
phi[2:(p+1)] <- ar
psi <- rep(0,lag+1)
psi[1] <- 1
for (k in 1:lag){
psi[1+k] <- sum(phi[1+1:k]*psi[k:1]) + theta[1+k]
}
return(psi)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.