kpacf_arma: KPACF of ARMA process
In tscopula: Time Series Copula Models
kpacf_arma R 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 7, 2022, 5:06 p.m.
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.
| kpacf_arma | R 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.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.