| specify {itsmr} | R Documentation |
Specify an ARMA model
Description
Specify an ARMA model
Usage
specify(ar = 0, ma = 0, sigma2 = 1)
Arguments
ar |
Vector of AR coefficients (index number equals coefficient subscript) |
ma |
Vector of MA coefficients (index number equals coefficient subscript) |
sigma2 |
White noise variance |
Value
Returns an ARMA model consisting of 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 |
Examples
specify(ar=c(0,0,.99))
[Package itsmr version 1.10 Index]