ARMA {dse1} | R Documentation |
Constructs an ARMA TSmodel object as used by the DSE package.
ARMA(A=NULL, B=NULL, C=NULL, TREND=NULL, description=NULL, names=NULL, input.names=NULL, output.names=NULL) is.ARMA(obj)
The ARMA model is defined by:
Ay = Bw + Cu
sometimes written
A(L)y(t) = B(L)w(t) + C(L)u(t)
where
An ARMA TSmodel
mod1 <- ARMA(A=array(c(1,-.25,-.05), c(3,1,1)), B=array(1,c(1,1,1)))