tfarima (version 0.3.2)

pi.weights: Pi weights of an AR(I)MA model

Description

pi.weights computes the pi-weights of an AR(I)MA model.

Usage

pi.weights(um, ...)
# S3 method for um
pi.weights(um, lag.max = 10, var.pi = FALSE, ...)

Arguments

um

an object of class um.

...

additional arguments.

lag.max

largest AR(Inf) coefficient required.

var.pi

logical. If TRUE (FALSE), the I polynomials is considered (ignored).

Value

A numeric vector.

Examples

# NOT RUN {
um1 <- um(i = "(1 - B)(1 - B^12)", ma = "(1 - 0.8B)(1 - 0.8B^12)")
pi.weights(um1, var.pi = TRUE)

# }