| % File src/library/stats/man/ARMAtoMA.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2012 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{ARMAtoMA} |
| \alias{ARMAtoMA} |
| \title{Convert ARMA Process to Infinite MA Process} |
| \description{ |
| Convert ARMA process to infinite MA process. |
| } |
| \usage{ |
| ARMAtoMA(ar = numeric(), ma = numeric(), lag.max) |
| } |
| \arguments{ |
| \item{ar}{numeric vector of AR coefficients} |
| \item{ma}{numeric vector of MA coefficients} |
| \item{lag.max}{Largest MA(Inf) coefficient required.} |
| } |
| \value{ |
| A vector of coefficients. |
| } |
| |
| \references{ |
| Brockwell, P. J. and Davis, R. A. (1991) \emph{Time Series: Theory and |
| Methods}, Second Edition. Springer. |
| } |
| |
| \seealso{\code{\link{arima}}, \code{\link{ARMAacf}}.} |
| |
| \examples{ |
| ARMAtoMA(c(1.0, -0.25), 1.0, 10) |
| ## Example from Brockwell & Davis (1991, p.92) |
| ## answer (1 + 3*n)*2^(-n) |
| n <- 1:10; (1 + 3*n)*2^(-n) |
| } |
| \keyword{ts} |
| |