ARMA {dse1} | R Documentation

## ARMA Model Constructor

### Description

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

### Usage

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

### Arguments

`A` | The auto-regressive polynomial, an axpxp array.
`B` | The moving-average polynomial, an bxpxp array.
`C` | The input polynomial, an cxpxm array. C should be NULL if there is no input
`TREND` | A vector of length a.
`description` | An arbitrary string.
`names` | A list with elements input and output, each a vector of strings. Arguments input.names and output.names should not be used if argument names is used.
`input.names` | A vector of strings.
`output.names` | A vector of strings.
`obj` | Any object.

### Details

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.

### Value

An ARMA TSmodel

### See Also

`TSmodel`

### Examples

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

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