kpacf_sarma4: KPACF of quarterly seasonal ARMA process
In tscopula: Time Series Copula Models
kpacf_sarma4 R Documentation
KPACF of quarterly seasonal ARMA process
Description
KPACF of quarterly seasonal ARMA process
Usage
kpacf_sarma4(k, theta)
Arguments
k
number of lags.
theta
list with components ar, ma, sar and sma specifying the ARMA and seasonal ARMA parameters.
Value
A vector of Kendall partial autocorrelations of length k.
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| kpacf_sarma4 | R Documentation |
KPACF of quarterly seasonal ARMA process
Description
KPACF of quarterly seasonal ARMA process
Usage
kpacf_sarma4(k, theta)
Arguments
k |
number of lags. |
theta |
list with components ar, ma, sar and sma specifying the ARMA and seasonal 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.
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