itsmr index

Autocovariance of ARMA model

1 | ```
aacvf(a, h)
``` |

`a` |
ARMA model |

`h` |
Maximum lag |

The ARMA model is a list with the following components.

`phi` | Vector of AR coefficients (index number equals coefficient subscript) |

`theta` | Vector of MA coefficients (index number equals coefficient subscript) |

`sigma2` | White noise variance |

Returns a vector of length `h+1`

to accomodate lag 0 at index 1.

1 2 |

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