R: Convert ARMA Process to Infinite MA Process

ARMAtoMA {stats} | R Documentation

## Convert ARMA Process to Infinite MA Process

### Description

Convert ARMA process to infinite MA process.

### Usage

    ARMAtoMA(ar = numeric(), ma = numeric(), lag.max)

### Arguments

`ar` | numeric vector of AR coefficients
`ma` | numeric vector of MA coefficients
`lag.max` | Largest MA(Inf) coefficient required.

### Value

A vector of coefficients.

### References

Brockwell, P. J. and Davis, R. A. (1991) Time Series: Theory and Methods, Second Edition. Springer.

### See Also

`arima`, `ARMAacf`.

### Examples

    ARMAtoMA(c(1.0, -0.25), 1.0, 10)
    ## Example from Brockwell & Davis (1991, p.92)
    ## answer (1 + 3*n)*2^(-n)
    n <- 1:10; (1 + 3*n)*2^(-n)

[Package stats version 3.1.2 Index]