R/cor.arma.r
In caschrono: Series Temporelles Avec R

cor.arma = function(mod) {
  aa <- mod$var.coef
  bb <- diag(diag(aa) ^ (-.5))
  cc <- bb %*% aa %*% bb
  dimnames(cc) <- dimnames(aa)
  cc
}

Any scripts or data that you put into this service are public.

caschrono documentation built on Nov. 2, 2023, 5:16 p.m.

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Try the caschrono package in your browser