sarma_expand {simts} | R Documentation |
Expand Parameters for an SARMA object
Description
Creates an expanded PHI and THETA vector for use in other objects.
Usage
sarma_expand(params, objdesc)
Arguments
params |
A |
objdesc |
A |
Details
The objdesc
is assumed to have the structure of:
AR(p)
MA(q)
SAR(P)
SMA(Q)
Seasons
Value
A field<vec>
of size two as follows:
AR values
THETA values
[Package simts version 0.2.2 Index]