Description Usage Arguments Value Examples
Calculation of random shock form for arma model
1 | rand.shock(ar.poly, ma.poly, L)
|
ar.poly |
autoregressive matrix part of model |
ma.poly |
moving average matrix part of model |
L |
order of return polynomial (length=L+1 including leading unity matrix) |
random shock form of arma model up to order L (array(k,k,L+1))
1 2 3 4 5 |
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