Sounds like a homework problem... In general, the AR or MA representation of an ARMA process will be of infinite order.
GP > Date: Tue, 04 Nov 2008 07:10:03 -0800 (PST) > From: "[EMAIL PROTECTED]" <[EMAIL PROTECTED]> > Sender: [EMAIL PROTECTED] > Precedence: list > DomainKey-Signature: a=rsa-sha1; q=dns; c=nofws; s=s1024; d=yahoo.com; > > 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). > > Thanks a lot > > Kris. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- Giovanni Petris <[EMAIL PROTECTED]> Associate Professor Department of Mathematical Sciences University of Arkansas - Fayetteville, AR 72701 Ph: (479) 575-6324, 575-8630 (fax) http://definetti.uark.edu/~gpetris/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
