expand_ar: Expand AR coefficients to include SAR coefficients of SARMA...
In tscopula: Time Series Copula Models
expand_ar R Documentation
Expand AR coefficients to include SAR coefficients of SARMA model
Description
Expand AR coefficients to include SAR coefficients of SARMA model
Usage
expand_ar(ar, sar, period)
Arguments
ar
vector of AR coefficients
sar
vector of SAR coefficients
period
period of SARMA model
Value
vector of AR coefficients in equivalent ARMA model
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| expand_ar | R Documentation |
Expand AR coefficients to include SAR coefficients of SARMA model
Description
Expand AR coefficients to include SAR coefficients of SARMA model
Usage
expand_ar(ar, sar, period)
Arguments
ar |
vector of AR coefficients |
sar |
vector of SAR coefficients |
period |
period of SARMA model |
Value
vector of AR coefficients in equivalent ARMA model
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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