ARMAtoMA {stats}

R Documentation

Convert ARMA Process to Infinite MA Process

Description

Convert ARMA process to infinite MA process.

Usage

ARMAtoMA(ar = numeric(0), ma = numeric(0), lag.max)

Arguments

ar	numeric vector of AR coefficients
ma	numeric vector of MA coefficients
lag.max	Largest MA(Inf) coefficient required.

Value

A vector of coefficients.

References

Brockwell, P. J. and Davis, R. A. (1991) Time Series: Theory and Methods, Second Edition. Springer.

See Also

arima, ARMAacf.

Examples

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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