gmwm (version 2.0.0)

MA: Create an Moving Average Q [MA(Q)] Process

Description

Setups the necessary backend for the MA(Q) process.

Usage

MA(theta = NULL, sigma2 = 1)

Arguments

theta

A vector with double values for the $theta$ of an MA(Q) process.

sigma2

A double value for the variance, $sigma^2$, of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "MA-1","MA-2", ..., "MA-Q", "SIGMA2"

theta

$theta[[1]]$, $theta[[2]]$, ..., $theta[[q]]$, $sigma^2$

plength

Number of Parameters

desc

"MA"

obj.desc

Depth of Parameters e.g. list(q,1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Examples

MA(1) # One theta
MA(2) # Two thetas!

MA(theta=.32, sigma=1.3) # 1 theta with a specific value.
MA(theta=c(.3,.5), sigma=.3) # 2 thetas with specific values.