acvfFD: autocovariance function of fractionally-differenced white...
In FGN: Fractional Gaussian Noise and power law decay time series model fitting
Description
Usage
Arguments
Value
Note
Author(s)
See Also
Examples
Description
The autocovariance function of fractionally differenced white noise is computed
for lags 0, 1, ..., maxlag.
Usage
1
acvfFD(d, maxlag)
Arguments
d
fractional difference parameter
maxlag
maximum lag
Value
vector of length maxlag+1 containing the autocovariances
Note
White noise corresponds to d=0.
Author(s)
A. I. McLeod
See Also
Examples
1
acvfFD(0.2, 10)
FGN documentation built on May 30, 2017, 7:19 a.m.
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Description Usage Arguments Value Note Author(s) See Also Examples
Description
The autocovariance function of fractionally differenced white noise is computed for lags 0, 1, ..., maxlag.
Usage
1 | acvfFD(d, maxlag)
|
Arguments
d |
fractional difference parameter |
maxlag |
maximum lag |
Value
vector of length maxlag+1 containing the autocovariances
Note
White noise corresponds to d=0.
Author(s)
A. I. McLeod
See Also
Examples
1 | acvfFD(0.2, 10)
|
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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