pi.weights function

Pi weights of an AR(I)MA model

pi.weights computes the pi-weights of an AR(I)MA model.

pi.weights(um, ...)

## S3 method for class 'um'
pi.weights(um, lag.max = 10, var.pi = FALSE, ...)

Arguments

• um: an object of class um.
• ...: additional arguments.
• lag.max: largest AR(Inf) coefficient required.
• var.pi: logical. If TRUE (FALSE), the I polynomials is considered (ignored).

Returns

A numeric vector.

Examples

um1 <- um(i = "(1 - B)(1 - B^12)", ma = "(1 - 0.8B)(1 - 0.8B^12)")
pi.weights(um1, var.pi = TRUE)