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

## S3 method for class 'ucarima'
autocorr(x, ...)

autocorr(x, ...)

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

Arguments

x	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 Nov. 5, 2025, 7:43 p.m.