Arma                 package:signal                 R Documentation

_C_r_e_a_t_e _a_n _a_u_t_o_r_e_g_r_e_s_s_i_v_e _m_o_v_i_n_g _a_v_e_r_a_g_e (_A_R_M_A) _m_o_d_e_l.

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

     Returns an ARMA model. The model could represent a filter or
     system model.

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

     Arma(b, a)

     ## S3 method for class 'Zpg':
     as.Arma(x, ...)

     ## S3 method for class 'Arma':
     as.Arma(x, ...)

     ## S3 method for class 'Ma':
     as.Arma(x, ...)

_A_r_g_u_m_e_n_t_s:

       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). 

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

     The ARMA model is defined by:


                         a(L)y(t) =  b(L)x(t)


     The ARMA model can define an analog or digital model. The AR and
     MA polynomial coefficients follow the Matlab/Octave convention
     where the coefficients are in decreasing order of the polynomial
     (the opposite of the definitions for filter from the stats package
     and polyroot from the base package). For an analog model,


 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'.

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

     A list of class 'Arma' with the following list elements: 

       b: moving average (MA) polynomial coefficients 

       a: autoregressive (AR) polynomial coefficients 

_A_u_t_h_o_r(_s):

     Tom Short, EPRI Solutions, Inc., (tshort@eprisolutions.com)

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

     See also 'as.Zpg', 'Ma', 'filter', and various filter-generation
     functions like 'butter' and 'cheby1' that return Arma models.

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

     filt <- Arma(b = c(1, 2, 1)/3, a = c(1, 1))
     zplane(filt)

