rma: Moving avarege process
In freqdom: Frequency Domain Analysis for Multivariate Time Series
Description
Generates n observations of a d-dimensional moving average process with operators A, i.e.
Y_t = ∑_{i \in L_A} A_i X_t
,
where L_A is a set of lags on which operators A_i are defined.
Usage
1
Arguments
n
number of observations to generate
d
number of dimensions of the process
A
time domain object describing operators
noise
the underlying X process
freqdom documentation built on May 2, 2019, 5:55 p.m.
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Description
Generates n observations of a d-dimensional moving average process with operators A, i.e.
Y_t = ∑_{i \in L_A} A_i X_t
, where L_A is a set of lags on which operators A_i are defined.
Usage
1 |
Arguments
n |
number of observations to generate |
d |
number of dimensions of the process |
A |
time domain object describing operators |
noise |
the underlying X process |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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