acf2pacf: Compute partial autocorrelations from autocorrelations
In tscopula: Time Series Copula Models
acf2pacf R Documentation
Compute partial autocorrelations from autocorrelations
Description
Compute partial autocorrelations from autocorrelations
Usage
acf2pacf(rho)
Arguments
rho
vector of autocorrelation values (excluding 1).
Value
A vector of partial autocorrelation values with same length as rho.
Examples
rho <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50)[-1]
alpha <- acf2pacf(rho)
tscopula documentation built on May 7, 2022, 5:06 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.
| acf2pacf | R Documentation |
Compute partial autocorrelations from autocorrelations
Description
Compute partial autocorrelations from autocorrelations
Usage
acf2pacf(rho)
Arguments
rho |
vector of autocorrelation values (excluding 1). |
Value
A vector of partial autocorrelation values with same length as rho.
Examples
rho <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50)[-1] alpha <- acf2pacf(rho)
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.