tacvfARMA: Computes TACVF
In cents: Censored time series
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Examples
Description
Computes TACVF
Usage
1
Arguments
phi
AR parameter vector
theta
MA parameter vector
maxlag
computes at lags 0,1,...,maglag
useCt
default is to use C interface otherwise use R source
sigma2
innovation variance
Details
See McLeod
Why better
Value
vector of length maxlag+1 containing autocovariances at lags 0 to maxlag
Author(s)
A. I. McLeod
References
McLeod (1975)
See Also
Examples
1
2+2
Example output
[1] 4
cents documentation built on May 1, 2019, 8:19 p.m.
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Description Usage Arguments Details Value Author(s) References See Also Examples
Description
Computes TACVF
Usage
1 |
Arguments
phi |
AR parameter vector |
theta |
MA parameter vector |
maxlag |
computes at lags 0,1,...,maglag |
useCt |
default is to use C interface otherwise use R source |
sigma2 |
innovation variance |
Details
See McLeod Why better
Value
vector of length maxlag+1 containing autocovariances at lags 0 to maxlag
Author(s)
A. I. McLeod
References
McLeod (1975)
See Also
Examples
1 | 2+2
|
Example output
[1] 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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