On Tue, 4 Nov 2008, [EMAIL PROTECTED] wrote:
Hi,
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, [EMAIL PROTECTED]
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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