psi.weights function

Psi weights of an AR(I)MA model

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

psi.weights(um, ...)

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

Arguments

• um: an object of class um.
• ...: additional arguments.
• lag.max: Largest MA(Inf) coefficient required.
• var.psi: logical. If TRUE the I polynomials is also inverted. If FALSE it is ignored.

Returns

A numeric vector.

Examples

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