fweight.arma<-function(lead,lag,ar,ma) { pii<-pi.arma(lag+lead,ar,ma) psi<-psi.arma(lead,ar,ma) wt<-as.matrix(pii) if(lead>1) { for(i in 2:lead) { wk<-c(wt[-1,i-1],0)+psi[i-1]*pii wt<-cbind(wt,wk) } } colnames(wt)<-NULL wt[1:lag,] }