ImpulseCoefficientsARMA {FitARMA}R Documentation

Impulse coefficients of ARMA

Description

The coefficients in the infinite MA expansion of the ARMA model are determined.

Usage

ImpulseCoefficientsARMA(phi, theta, lag.max)

Arguments

phi AR coefficients
theta MA coefficients
lag.max lags 0,...,lag.max

Details

Value

vector length lag.max+1

Author(s)

A.I. McLeod

Examples

ImpulseCoefficientsARMA(0.9,0.5,20)

[Package FitARMA version 1.0 Index]