Grocer Function

NAME

mainf - Infinite Moving average representation

CALLING SEQUENCE

[mainf_proxy]=mainf(ar,ma,nbterms)

PARAMETERS

Input

Output

DESCRIPTION

Infinite Moving average representation of an ARMA process, supposed to be written:
(1-ar(L))xt = ma(L) ut

EXAMPLE

1) m=mainf([0.5 .2],[1 -0.3 -0.4],200)
2) m=mainf([0.5 .2],[1 -0.3 -0.4])

Example 1 calculates the 200 first terms of the Infinite Moving Average Representation of the ARMA process : (1-0.5*L-0.2*L^2) xt= (1-0.3*L-0.4*L^2) et
Example 2 calculates the 200 first terms of the Infinite Moving Average Representation of the same ARMA process.

AUTHOR

Eric Dubois 2004