check: Check for causality and invertibility
In itsmr: Time Series Analysis Using the Innovations Algorithm
check R Documentation
Check for causality and invertibility
Description
Check for causality and invertibility
Usage
check(a)
Arguments
a
ARMA model
Details
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
Value
None
Examples
a = specify(ar=c(0,0,.99))
check(a)
itsmr documentation built on Aug. 6, 2022, 9:08 a.m.
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| check | R Documentation |
Check for causality and invertibility
Description
Check for causality and invertibility
Usage
check(a)
Arguments
a |
ARMA model |
Details
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 |
Value
None
Examples
a = specify(ar=c(0,0,.99)) check(a)
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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