acft: acft

In UComp: Automatic Unobserved Components and Other Time Series Models

acft

Description

Theoretical autocorrelation functions of ARMA models

Usage

acft(MApoly = 1, ARpoly = 1, ncoef = 38, s = 1)

Arguments

MApoly	coefficients of numerator polynomial in descending order
ARpoly	coefficients of denominator polynomial in descending order
ncoef	number of coefficients
s	seasonal period, number of observations per year

Value

Theoretical autocorrelation functions

Author(s)

Diego J. Pedregal

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, slide, plotSlide, Accuracy, tsDisplay, size

Examples

acft(c(1, -0.8), c(1, 0.8))

UComp documentation built on May 31, 2023, 7:41 p.m.