ImpulseCoefficientsARMA {FitARMA} | R Documentation |
The coefficients in the infinite MA expansion of the ARMA model are determined.
ImpulseCoefficientsARMA(phi, theta, lag.max)
phi |
AR coefficients |
theta |
MA coefficients |
lag.max |
lags 0,...,lag.max |
vector length lag.max+1
A.I. McLeod
ImpulseCoefficientsARMA(0.9,0.5,20)