Converting an ARMA Process to an Infinite MA Process

Takes an ARMA function and converts it to an infinite MA process.

ARMAtoMA_cpp(ar, ma, lag_max)

Arguments

ar	A column vector of length p
ma	A column vector of length q
lag_max	A int of the largest MA(Inf) coefficient required.

Value

A column vector containing coefficients

Details

This function is a port of the base stats package's ARMAtoMA. There is no significant speed difference between the two.