Nothing
`TacvfAR` <-
function(phi, lag.max = 20)
{
p<-length(phi)
maxlagp1<-lag.max+1
if(p == 0)
if(lag.max >= 0)
return(c(1, numeric(lag.max)))
else
stop("maxlag invalid")
r <- p + 1
b <- numeric(r)
C <- 1
phiStar <- numeric(3 * r)
phiStar[r] <- -1
phiStar[r + 1:p]<-phi
a <- matrix(numeric(r^2), ncol = r)
b[1] <- 1
for(i in 1:r)
for(j in 1:r)
if(j == 1)
a[i, j] <- phiStar[r + i - 1]
else
a[i, j] <- phiStar[r + i - j] + phiStar[r + i + j - 2]
g <- solve(a, -b)
if(length(g) < maxlagp1) {
g <- c(g, numeric(maxlagp1 - r))
for(i in (r + 1):maxlagp1)
g[i] <- phi %*% g[i - 1:p]
}
g[1:maxlagp1]
}
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