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 29, 2024, 5:53 a.m.
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| 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.
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