[R] How to convert ARMA process to infinite AR?

Juan Pablo Calle mi.rhelp.es at gmail.com
Tue Sep 21 21:39:43 CEST 2010


Hi, 

I need a function to convert an ARMA process to an "infinite" AR process. I know that in the Stats package exist one to convert an ARMA to MA, but i can't find one function to convert to AR. There exists one?


THANKS


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