Re: How to convert ARMA process to infinite AR?

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Re: How to convert ARMA process to infinite AR?

傅强
Hi,

 AR<-c(.4,.45)

MA<-c(1,.25)

ARMAtoMA(ar =AR, ma = MA, lag.max = 30)

 

picoefs <- c(1, ARMAtoMA(ar = -MA, ma = -AR, lag.max = 30))

picoefs

Maybe it works!
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