EVOLUTION-MANAGER
Edit File: ARMAtoMA.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Convert ARMA Process to Infinite MA Process</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for ARMAtoMA {stats}"><tr><td>ARMAtoMA {stats}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Convert ARMA Process to Infinite MA Process</h2> <h3>Description</h3> <p>Convert ARMA process to infinite MA process. </p> <h3>Usage</h3> <pre> ARMAtoMA(ar = numeric(), ma = numeric(), lag.max) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>ar</code></td> <td> <p>numeric vector of AR coefficients</p> </td></tr> <tr valign="top"><td><code>ma</code></td> <td> <p>numeric vector of MA coefficients</p> </td></tr> <tr valign="top"><td><code>lag.max</code></td> <td> <p>Largest MA(Inf) coefficient required.</p> </td></tr> </table> <h3>Value</h3> <p>A vector of coefficients. </p> <h3>References</h3> <p>Brockwell, P. J. and Davis, R. A. (1991) <em>Time Series: Theory and Methods</em>, Second Edition. Springer. </p> <h3>See Also</h3> <p><code><a href="arima.html">arima</a></code>, <code><a href="ARMAacf.html">ARMAacf</a></code>.</p> <h3>Examples</h3> <pre> 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) </pre> <hr /><div style="text-align: center;">[Package <em>stats</em> version 3.6.0 <a href="00Index.html">Index</a>]</div> </body></html>