pacf2AR: C++ function for computing AR coefficients from PACF. See...
In beyondWhittle: Bayesian Spectral Inference for Time Series
pacf2AR R Documentation
C++ function for computing AR coefficients from PACF.
See Section III in Barndorff-Nielsen and Schou (1973)
Description
C++ function for computing AR coefficients from PACF.
See Section III in Barndorff-Nielsen and Schou (1973)
Usage
pacf2AR(pacf)
References
O. Barndorff-Nielsen and G. Schou (1973)
On the Parametrization of Autoregressive Models by Partial Autocorrelations
Journal of Multivariate Analysis (3),408-419
<doi:10.1016/0047-259X(73)90030-4>
beyondWhittle documentation built on June 22, 2024, 11:35 a.m.
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| pacf2AR | R Documentation |
C++ function for computing AR coefficients from PACF. See Section III in Barndorff-Nielsen and Schou (1973)
Description
C++ function for computing AR coefficients from PACF. See Section III in Barndorff-Nielsen and Schou (1973)
Usage
pacf2AR(pacf)
References
O. Barndorff-Nielsen and G. Schou (1973) On the Parametrization of Autoregressive Models by Partial Autocorrelations Journal of Multivariate Analysis (3),408-419 <doi:10.1016/0047-259X(73)90030-4>
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.
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