ARcov_lit: Function to generate an ARIMA(1,1,0) variance-covariance...
In TSdisaggregation: High-Dimensional Temporal Disaggregation
ARcov_lit R Documentation
Function to generate an ARIMA(1,1,0) variance-covariance matrix for the Litterman method with parameter rho s.t. |rho| < 1.
Description
Function to generate an ARIMA(1,1,0) variance-covariance matrix for the Litterman method with parameter rho s.t. |rho| < 1.
Usage
ARcov_lit(rho, n)
TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.
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.
| ARcov_lit | R Documentation |
Function to generate an ARIMA(1,1,0) variance-covariance matrix for the Litterman method with parameter rho s.t. |rho| < 1.
Description
Function to generate an ARIMA(1,1,0) variance-covariance matrix for the Litterman method with parameter rho s.t. |rho| < 1.
Usage
ARcov_lit(rho, n)
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.
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.