tacvf | R Documentation |
Extracts the theoretical autocovariance functions (tacvfs) from a fitted
arfima
or one of its modes (an ARFIMA
) object.
tacvf(obj, xmaxlag = 0, forPred = FALSE, n.ahead = 0, nuse = -1, ...)
obj |
An object of class "arfima" or "ARFIMA". The latter class is a mode of the former. |
xmaxlag |
The number of extra points to be added on to the end. That is, if the original series has length 300, and xmaxlag = 5, the tacvfs will go from lag 0 to lag 304. |
forPred |
Should only be |
n.ahead |
Only used internally. |
nuse |
Only used internally. |
... |
Optional arguments, currently not used. |
A list of tacvfs, one for each mode, the length of the time series.
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
plot.tacvf
, print.tacvf
,
tacfplot
, arfima
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