[R] TIme Series AR to MA and (viceversa)
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Nov 4 16:20:22 CET 2008
On Tue, 4 Nov 2008, poolloopus at yahoo.com wrote:
> I am new to using R for Time series analysis. I was wondering if there
> are any functions that can convert ARMA or ARIMA time series into their
> corresponding AR or MA time series representations (by calculating the
> corresponding AR or MA coefficients).
You do realize that the representations are in general infinite?
But see e.g. ARMAtoMA (so I don't think you did your homework: try for
example ??ARMA in current R).
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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