Returns an ARMA model. The model could represent a filter or system model.
Arma(b, a)# S3 method for Zpg
as.Arma(x, ...)
# S3 method for Arma
as.Arma(x, ...)
# S3 method for Ma
as.Arma(x, ...)
A list of class Arma with the following list elements:
moving average (MA) polynomial coefficients
autoregressive (AR) polynomial coefficients
moving average (MA) polynomial coefficients.
autoregressive (AR) polynomial coefficients.
model or filter to be converted to an ARMA representation.
additional arguments (ignored).
Tom Short, EPRI Solutions, Inc., (tshort@eprisolutions.com)
The ARMA model is defined by:
$$a(L)y(t) = b(L)x(t)$$
The ARMA model can define an analog or digital model. The AR and MA polynomial coefficients follow the Matlab/Octave convention where the coefficients are in decreasing order of the polynomial (the opposite of the definitions for filter from the stats package and polyroot from the base package). For an analog model,
$$H(s) = \frac{b_1s^{m-1} + b_2s^{m-2} + \dots + b_m}{a_1s^{n-1} + a_2s^{n-2} + \dots + a_n}$$
For a z-plane digital model,
$$H(z) = \frac{b_1 + b_2z^{-1} + \dots + b_mz^{-m+1}}{a_1 + a_2z^{-1} + \dots + a_nz^{-n+1}}$$
as.Arma converts from other forms, including Zpg and Ma.
See also as.Zpg, Ma, filter, and various
filter-generation functions like butter and
cheby1 that return Arma models.
filt <- Arma(b = c(1, 2, 1)/3, a = c(1, 1))
zplane(filt)
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