ARMA reparametrization — ARMA_params_to_zeta • solarr

Map constraint ARMA parameters into uncontraint parameters

ARMA_params_to_zeta(phi, theta)

Arguments

zeta_phi: Numeric vector of length p, AR parameters.
zeta_theta: Numeric vector of length q, MA parameters.

Note

Version 1.0.2

See also

Other ARMA-params: ARMA_companion_matrix(), ARMA_vector_b(), AR_params_to_phi(), AR_params_to_zeta()

Examples

phi <- c(0.3, 0.4, 0.1)
theta <- c(0.1, 0.8)
zeta <- ARMA_params_to_zeta(phi, theta)