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

[Giovanni Petris]

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: "poolloopus at yahoo.com" <poolloopus at yahoo.com>
> Sender: r-help-bounces at r-project.org
> 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 at 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  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/