I am trying to quantify the effect of a future random shocks on my seasonal ARIMA model. If I have understood the theory correctly, the easiest way is to express my seasonal ARIMA model in its "random shock" form, and calculate the corresponding psi weights.
Is there a way to do this in R? There is ARMAtoMA, but I think this only works for ARMA models, and not seasonal ARIMA models.
Thank you for your help.
UPDATE: Apologies, I'll post the question about R onto stack overflow. It would be good to get confirmation that this is the correct method to quantify the effect of future random shocks to a seasonal ARIMA model.