ar2Pacf: Convert AR parameters to parcor
In sarima: Simulation and Prediction with Seasonal ARIMA Models
ar2Pacf R Documentation
Convert AR parameters to parcor
Description
Convert AR parameters to parcor.
Usage
ar2Pacf(phi)
Arguments
phi
numeric, the AR parameters. numeric(0) stands for AR(0).
Details
This is internal for now, could be exported under a better name.
Value
numeric, the parcor coefficients
(but if length(phi) <= 1, phi is returned as is)
sarima documentation built on Aug. 11, 2022, 5:11 p.m.
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.
| ar2Pacf | R Documentation |
Convert AR parameters to parcor
Description
Convert AR parameters to parcor.
Usage
ar2Pacf(phi)
Arguments
phi |
numeric, the AR parameters. |
Details
This is internal for now, could be exported under a better name.
Value
numeric, the parcor coefficients
(but if length(phi) <= 1, phi is returned as is)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.