sarma_expand {simts} | R Documentation |
Creates an expanded PHI and THETA vector for use in other objects.
sarma_expand(params, objdesc)
params |
A |
objdesc |
A |
The objdesc
is assumed to have the structure of:
AR(p)
MA(q)
SAR(P)
SMA(Q)
Seasons
A field<vec>
of size two as follows:
AR values
THETA values