[R] TIme Series AR to MA and (viceversa)

poolloopus at yahoo.com poolloopus at yahoo.com
Tue Nov 4 16:10:03 CET 2008


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.



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