kpacf_arfima: KPACF of ARFIMA process

View source: R/dvinecopula2.R

kpacf_arfimaR Documentation

KPACF of ARFIMA process

Description

KPACF of ARFIMA process

Usage

kpacf_arfima(k, theta)

Arguments

k

number of lags.

theta

list with components ar, ma and d specifying the ARFIMA parameters

Value

A vector of Kendall partial autocorrelations of length k.


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