R/InformationMatrixARp.R

`InformationMatrixARp` <-
function(phi, lags){
p<-length(lags)
PMAX<-max(lags)
iar<-toeplitz(TacvfAR(phi, PMAX-1))
iar[lags,lags]
}

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FitAR documentation built on May 2, 2019, 3:22 a.m.