impARMA {PRTest} | R Documentation |
The impulse coefficients are computed.
impARMA(phi, theta, MaxLag)
phi |
AR parameters |
theta |
MA parameters |
MaxLag |
number of lags |
The impulse coefficients are the coefficients in the infinite moving-average form of the model.
vector of length maxlag+1 containing the coefficients starting with 1.
A.I. McLeod
Hipel and McLeod (1994)
ARMAtoMA
impARMA(0.8, NULL, 10)