ARMAtoMA_cpp: Converting an ARMA Process to an Infinite MA Process
Description
Takes an ARMA function and converts it to an infinite MA process.
Usage
ARMAtoMA_cpp(ar, ma, lag_max)
Arguments
ar
A column vector of length p
ma
A column vector of length q
lag_max
A int of the largest MA(Inf) coefficient required.
Value
A column vector containing coefficients
Details
This function is a port of the base stats package's ARMAtoMA. There is no significant speed difference between the two.