itsmr (version 1.10)

ma.inf: Compute MA infinity coefficients

Description

Compute MA infinity coefficients

Usage

ma.inf(a, n = 50)

Value

Returns a vector of length n+1 to accomodate coefficient 0 at index 1.

Arguments

a

ARMA model

n

Order

Details

The ARMA model is 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

See Also

ar.inf

Examples

M = c("diff",12)
e = Resid(deaths,M)
a = arma(e,1,1)
ma.inf(a,10)