Matrix form of an ARMA model — ARMA_vector_b • solarr

Construct the vector b of an ARMA model

ARMA_vector_b(arOrder, maOrder)

Arguments

arOrder: integer(1), order of AR model.
maOrder: integer(1), order of MA model.

Note

Version 1.0.2

See also

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

Examples

# Vector for ARMA(2,2)
ARMA_vector_b(2,2)
#>      [,1]
#> [1,]    1
#> [2,]    0
#> [3,]    1
#> [4,]    0
# Vector for AR(2)
ARMA_vector_b(2,0)
#>      [,1]
#> [1,]    1
#> [2,]    0
# Vector for MA(2)
ARMA_vector_b(0,2)
#>      [,1]
#> [1,]    1
#> [2,]    0