FitARMA (version 1.6.1)

ImpulseCoefficientsARMA: Impulse coefficients of ARMA

Description

The coefficients in the infinite MA expansion of the ARMA model are determined.

Usage

ImpulseCoefficientsARMA(phi, theta, lag.max)

Arguments

phi

AR coefficients

theta

MA coefficients

lag.max

lags 0,...,lag.max

Value

vector length lag.max+1

Examples

# NOT RUN {
ImpulseCoefficientsARMA(0.9,0.5,20)
# }