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]