Autoregressive moving average (ARMA) model
Create an ARMA model representing a filter or system model, or convert other forms to an ARMA model.
Arma(b, a) as.Arma(x, ...) ## S3 method for class 'Arma' as.Arma(x, ...) ## S3 method for class 'Ma' as.Arma(x, ...) ## S3 method for class 'Sos' as.Arma(x, ...) ## S3 method for class 'Zpg' as.Arma(x, ...)
b |
moving average (MA) polynomial coefficients. |
a |
autoregressive (AR) polynomial coefficients. |
x |
model or filter to be converted to an ARMA representation. |
... |
additional arguments (ignored). |
The ARMA model is defined by:
a(L)y(t) = b(L)x(t)
H(s) = (b[1]*s^(m-1) + b[2]*s^(m-2) + ... + b[m]) / (a[1]*s^(n-1) + a[2]*s^(n-2) + ... + a[n])
For a z-plane digital model,
H(z) = (b[1] + b[2]*z^(-1) + … + b[m]*z^(-m+1)) / (a[1] + a[2]*z^(-1) + … + a[n]*z^(-n+1))
as.Arma converts from other forms, including Zpg and Ma.
A list of class 'Arma' with the following list elements:
moving average (MA) polynomial coefficients
autoregressive (AR) polynomial coefficients
Tom Short, tshort@eprisolutions.com,
adapted by Geert van Boxtel, gjmvanboxtel@gmail.com.
filt <- Arma(b = c(1, 2, 1)/3, a = c(1, 1)) zplane(filt)
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