dvinecopula2: Constructor function for dvinecopula2 process

In tscopula: Time Series Copula Models

Constructor function for dvinecopula2 process

Description

Constructor function for dvinecopula2 process

Usage

dvinecopula2(
  family = "gauss",
  rotation = 0,
  kpacf = "kpacf_arma",
  pars = list(ar = 0.1, ma = 0.1),
  maxlag = Inf,
  negtau = "none"
)

Arguments

family	family name
rotation	rotation
kpacf	character string giving name of Kendal pacf
pars	a list containing the parameters of each lag
maxlag	scalar specifying maximum lag
negtau	character specifiying treatment of negative tau values

Value

An object of class dvinecopula2.

Examples

dvinecopula2(family = "joe", kpacf = "kpacf_arma",
pars = list(ar = 0.95, ma = -0.85), maxlag = 30)

tscopula documentation built on May 7, 2022, 5:06 p.m.