Estimated variance-covariance matrix from time series
Selects an optimal ARMA model (according to an information criteria) for the time series in the data vector,
x; then, fits such model and analyses the corresponding residuals. If the ARMA model is suitable, returns the
n x n variance-covariance matrix corresponding to
n consecutive variables in the ARMA process. If the ARMA model is not suitable, it informs the user with a message.
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