| ar.inf {itsmr} | R Documentation |
Compute AR infinity coefficients
Description
Compute AR infinity coefficients
Usage
ar.inf(a, n = 50)
Arguments
a |
ARMA model |
n |
Order |
Details
The ARMA model is a list with the following components.
phi | Vector of AR coefficients (index number equals coefficient subscript) |
theta | Vector of MA coefficients (index number equals coefficient subscript) |
sigma2 | White noise variance |
Value
Returns a vector of length n+1 to accomodate coefficient 0 at index 1.
See Also
Examples
a = yw(Sunspots,2)
ar.inf(a)
[Package itsmr version 1.10 Index]