Description Usage Arguments Value Examples
ldrec
does Levinson-Durbin recursion for determing all coefficients a(i,j)
1 | ldrec(a)
|
a |
(p+1,1)-vector of acf of a time series: acov(0),...,acov(p) or 1,acor(1),..,acor(p) |
mat (p,p+2)-matrix, coefficients in lower triangular, pacf in colum p+2 and Q(p) in colum p+1
1 2 3 |
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