ARMAtoMA | R Documentation |
Convert ARMA process to infinite MA process.
ARMAtoMA(ar = numeric(), ma = numeric(), lag.max)
ar |
numeric vector of AR coefficients |
ma |
numeric vector of MA coefficients |
lag.max |
Largest MA(Inf) coefficient required. |
A vector of coefficients.
Brockwell, P. J. and Davis, R. A. (1991) Time Series: Theory and Methods, Second Edition. Springer.
arima
, ARMAacf
.
ARMAtoMA(c(1.0, -0.25), 1.0, 10) ## Example from Brockwell & Davis (1991, p.92) ## answer (1 + 3*n)*2^(-n) n <- 1:10; (1 + 3*n)*2^(-n)
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