R help - Nov 2008 - TIme Series AR to MA and (viceversa)

Hi,

I am new to using R for Time series analysis. I was wondering if there are any
functions that can convert ARMA or ARIMA time series into their corresponding AR
or MA time series representations (by calculating the corresponding AR or MA
coefficients).

Thanks a lot

Kris.

Sounds like a homework problem...

In general, the AR or MA representation of an ARMA process will be of
infinite order. 

GP
> Date: Tue, 04 Nov 2008 07:10:03 -0800 (PST)
> From: "poolloopus at yahoo.com" <poolloopus at yahoo.com>
> Sender: r-help-bounces at r-project.org
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> 
> Hi,
> 
> I am new to using R for Time series analysis. I was wondering if there are
any functions that can convert ARMA or ARIMA time series into their
corresponding AR or MA time series representations (by calculating the
corresponding AR or MA coefficients).
> 
> Thanks a lot
> 
> Kris.
> 
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 
-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/

On Tue, 4 Nov 2008, poolloopus at yahoo.com wrote:
> Hi,
>
> I am new to using R for Time series analysis. I was wondering if there 
> are any functions that can convert ARMA or ARIMA time series into their 
> corresponding AR or MA time series representations (by calculating the 
> corresponding AR or MA coefficients).
You do realize that the representations are in general infinite?
But see e.g. ARMAtoMA (so I don't think you did your homework: try for 
example ??ARMA in current R).

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595