pacf2acf: Compute autocorrelations from partial autocorrelations
In tscopula: Time Series Copula Models
pacf2acf R Documentation
Compute autocorrelations from partial autocorrelations
Description
Compute autocorrelations from partial autocorrelations
Usage
pacf2acf(alpha)
Arguments
alpha
vector of partial autocorrelation values.
Value
A vector of autocorrelation values with same length as alpha.
Examples
alpha <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50, pacf = TRUE)
rho <- pacf2acf(alpha)
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.
| pacf2acf | R Documentation |
Compute autocorrelations from partial autocorrelations
Description
Compute autocorrelations from partial autocorrelations
Usage
pacf2acf(alpha)
Arguments
alpha |
vector of partial autocorrelation values. |
Value
A vector of autocorrelation values with same length as alpha.
Examples
alpha <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50, pacf = TRUE) rho <- pacf2acf(alpha)
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.