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]