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

[Prof Brian Ripley]

On Tue, 4 Nov 2008, poolloopus at yahoo.com wrote:

> 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).

You do realize that the representations are in general infinite?
But see e.g. ARMAtoMA (so I don't think you did your homework: try for 
example ??ARMA in current R).

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595