YW: Yule-Walker solver
In CoSMoS: Complete Stochastic Modelling Solution
YW R Documentation
Yule-Walker solver
Description
Solves the Yule-Walker equations to compute AR(p) coefficients from
an autocorrelation structure (ACS) vector. Used internally by
ARp and seasonalAR.
Usage
YW(ACS)
Arguments
ACS
Numeric vector. ACS values starting from lag 0
(ACS[1] = 1). The AR order is length(ACS) - 1.
Value
Numeric matrix of AR coefficients, shape (p, 1).
See Also
ARp, seasonalAR
CoSMoS documentation built on May 8, 2026, 1:08 a.m.
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| YW | R Documentation |
Yule-Walker solver
Description
Solves the Yule-Walker equations to compute AR(p) coefficients from
an autocorrelation structure (ACS) vector. Used internally by
ARp and seasonalAR.
Usage
YW(ACS)
Arguments
ACS |
Numeric vector. ACS values starting from lag 0
( |
Value
Numeric matrix of AR coefficients, shape (p, 1).
See Also
ARp, seasonalAR
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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