kpacf_arma: KPACF of ARMA process

View source: R/dvinecopula2.R

kpacf_armaR Documentation

KPACF of ARMA process

Description

KPACF of ARMA process

Usage

kpacf_arma(k, theta)

Arguments

k

number of lags.

theta

list with components ar and ma specifying the ARMA parameters.

Value

A vector of Kendall partial autocorrelations of length k.


tscopula documentation built on May 29, 2024, 5:53 a.m.