# Obtaining the Psi Weights of a seasonal ARIMA in R

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.

• You can define the input to ARMAtoMA by multiplying the non-seasonal and seasonal polynomials. If you post the link to your question at stack overflow I could give you more details. – javlacalle Oct 15 '14 at 16:56