variance_eta: Computes variance of AR(p) innovation terms eta.
In MSinference: Multiscale Inference for Nonparametric Time Trend(s)
variance_eta R Documentation
Computes variance of AR(p) innovation terms eta.
Description
Computes variance of AR(p) innovation terms eta.
Usage
variance_eta(data, coefs, p)
Arguments
data
Time series.
coefs
Estimated coefficients.
p
AR order of the time series.
Value
Variance of the innovation term
MSinference documentation built on Sept. 11, 2024, 5:38 p.m.
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| variance_eta | R Documentation |
Computes variance of AR(p) innovation terms eta.
Description
Computes variance of AR(p) innovation terms eta.
Usage
variance_eta(data, coefs, p)
Arguments
data |
Time series. |
coefs |
Estimated coefficients. |
p |
AR order of the time series. |
Value
Variance of the innovation term
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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