ARMAtoMA_cpp {simts} | R Documentation |
Converting an ARMA Process to an Infinite MA Process
Description
Takes an ARMA function and converts it to an infinite MA process.
Usage
ARMAtoMA_cpp(ar, ma, lag_max)
Arguments
ar |
A |
ma |
A |
lag_max |
A |
Details
This function is a port of the base stats package's ARMAtoMA. There is no significant speed difference between the two.
Value
A column vector
containing coefficients
Author(s)
R Core Team and JJB
[Package simts version 0.2.2 Index]