autocorr: Theoretical simple/partial autocorrelations of an ARMA model

In tfarima: Transfer Function and ARIMA Models

Theoretical simple/partial autocorrelations of an ARMA model

Description

autocorr computes the simple/partial autocorrelations of an ARMA model.

Usage

autocorr(um, ...)

## S3 method for class 'um'
autocorr(um, lag.max = 10, par = FALSE, ...)

Arguments

um	an object of class um.
...	additional arguments.
lag.max	maximum lag for autocovariances.
par	logical. If TRUE partial autocorrelations are computed.

Value

A numeric vector.

Note

The I polynomial is ignored.

Examples

ar1 <- um(ar = "1-0.8B")
autocorr(ar1, lag.max = 13)
autocorr(ar1, lag.max = 13, par = TRUE)

tfarima documentation built on May 20, 2022, 5:06 p.m.