For each time series in the columns of the data matrix, `X`

, selects an optimal ARMA model (according to an information criteria); then, fits such model and analyses the corresponding residuals. If all the ARMA models are suitable, returns a vector containing the corresponding sums the autocovariances. If some ARMA model is not suitable, it informs the user with a message.

1 2 | ```
var.cov.sum(X = 1:100, lag.max = 50, p.max = 3, q.max = 3, ic = "BIC",
alpha = 0.05, num.lb = 10)
``` |

PLRModels documentation built on May 29, 2017, 9:14 p.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.