ARMA                  package:dse1                  R Documentation

_A_R_M_A _M_o_d_e_l _C_o_n_s_t_r_u_c_t_o_r

_D_e_s_c_r_i_p_t_i_o_n:

     Constructs an ARMA TSmodel object as used by the DSE package.

_U_s_a_g_e:

         ARMA(A=NULL, B=NULL, C=NULL, TREND=NULL, description=NULL,
               names=NULL, input.names=NULL, output.names=NULL)
         is.ARMA(obj)

_D_e_t_a_i_l_s:

     The ARMA model is defined by:

     Ay =  Bw + Cu

     sometimes written

     A(L)y(t) =  B(L)w(t) + C(L)u(t)

     where

_A (axpxp) is the auto-regressive polynomial array.

_B (bxpxp) is the moving-average polynomial array.

_C (cxpxm) is the  input polynomial array. C should be NULL if  there is
     no input

_y is the p dimensional output data.

_u is the m dimensional control (input) data.

_V_a_l_u_e:

     An ARMA TSmodel

_S_e_e _A_l_s_o:

     `TSmodel'

_E_x_a_m_p_l_e_s:

         mod1 <- ARMA(A=array(c(1,-.25,-.05), c(3,1,1)), B=array(1,c(1,1,1)))

