impARMA {PRTest}R Documentation

impulse coefficients for ARMA model

Description

The impulse coefficients are computed.

Usage

impARMA(phi, theta, MaxLag)

Arguments

phi AR parameters
theta MA parameters
MaxLag number of lags

Details

The impulse coefficients are the coefficients in the infinite moving-average form of the model.

Value

vector of length maxlag+1 containing the coefficients starting with 1.

Author(s)

A.I. McLeod

References

Hipel and McLeod (1994)

See Also

ARMAtoMA

Examples

impARMA(0.8, NULL, 10)

[Package PRTest version 1.0 Index]