expand_ma {tscopula}R Documentation

Expand MA coefficients to include SMA coefficients of SARMA model

Description

Expand MA coefficients to include SMA coefficients of SARMA model

Usage

expand_ma(ma, sma, period)

Arguments

ma

vector of MA coefficients

sma

vector of SMA coefficients

period

period of SARMA model

Value

vector of MA coefficients in equivalent ARMA model


[Package tscopula version 0.3.9 Index]