Convert ARMA Process to Infinite MA Process

DESCRIPTION:

Convert ARMA process to infinite MA process.

USAGE:

ARMAtoMA(ar = numeric(0), ma = numeric(0), 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:

.

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)