[R] filter ARMA process

Matthias Budinger budinger at amadeus.statistik.uni-dortmund.de
Thu Aug 14 19:01:50 CEST 2003


given an ARMA process and the AR and MA coefficients I need the residuals.
arima() calculates the residuals together with the best AR and MA
coefficients, but I need the coefficients to take known values.
In S-PLUS there is a function arima.filt(). Is there something similar in

Thanks for any help,
Matthias Budinger

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