% File src/library/stats/man/ARMAtoMA.Rd % Part of the R package, https://www.R-project.org % Copyright 1995-2012 R Core Team % Distributed under GPL 2 or later \name{ARMAtoMA} \alias{ARMAtoMA} \title{Convert ARMA Process to Infinite MA Process} \description{ Convert ARMA process to infinite MA process. } \usage{ ARMAtoMA(ar = numeric(), ma = numeric(), lag.max) } \arguments{ \item{ar}{numeric vector of AR coefficients} \item{ma}{numeric vector of MA coefficients} \item{lag.max}{Largest MA(Inf) coefficient required.} } \value{ A vector of coefficients. } \references{ Brockwell, P. J. and Davis, R. A. (1991) \emph{Time Series: Theory and Methods}, Second Edition. Springer. } \seealso{\code{\link{arima}}, \code{\link{ARMAacf}}.} \examples{ ARMAtoMA(c(1.0, -0.25), 1.0, 10) ## Example from Brockwell & Davis (1991, p.92) ## answer (1 + 3*n)*2^(-n) n <- 1:10; (1 + 3*n)*2^(-n) } \keyword{ts}