PacfToAR

Converts AR/MA coefficients from PACF box-space to operator space; usually
for internal use

Simulates, fits, and predicts long-memory and anti-persistent
time series, possibly mixed with ARMA, regression, transfer-function
components.
Exact methods (MLE, forecasting, simulation) are used.
Bug reports should be done via GitHub (at
<https://github.com/JQVeenstra/arfima>), where the development version
of this package lives; it can be installed using devtools.

JQ (Justin) Veenstra

arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

PacfToAR function

<dl><dt>pi</dt>
<dd>The AR/MA coefficients in PACF box-space</dd></dl>

Arguments

Author

Converts AR/MA coefficients from the PACF space to operator space — PacfToAR

<dl>

<dt>pi</dt>
<dd>The AR/MA coefficients in PACF box-space</dd>

</dl>

PacfToAR: Converts AR/MA coefficients from the PACF space to operator space

Description

Usage

Value

Arguments

Author

References