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ARMAtoAR

Convert ARMA Process to Infinite AR Process

Description

Gives the π-weights in the invertible representation of an ARMA model.

Usage

ARMAtoAR(ar = 0, ma = 0, lag.max=20)

Arguments

ar

vector of AR coefficients
ma

vector of MA coefficients
lag.max

number of pi-weights desired

Value

A vector of coefficients.

References

Examples

ARMAtoAR(ar=.9, ma=.5, 10)
astsa

Applied Statistical Time Series Analysis

v1.12
GPL-3
Authors
David Stoffer
Initial release
2020-12-20

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