pacf2ar: Compute autoregressive coefficients from partial...
In tscopula: Time Series Copula Models
pacf2ar R Documentation
Compute autoregressive coefficients from partial autocorrelations
Description
Compute autoregressive coefficients from partial autocorrelations
Usage
pacf2ar(alpha)
Arguments
alpha
vector of partial autocorrelation values.
Value
A vector of autoregressive coefficients with same length as alpha.
Examples
alpha <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50, pacf = TRUE)
phi <- pacf2ar(alpha)
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| pacf2ar | R Documentation |
Compute autoregressive coefficients from partial autocorrelations
Description
Compute autoregressive coefficients from partial autocorrelations
Usage
pacf2ar(alpha)
Arguments
alpha |
vector of partial autocorrelation values. |
Value
A vector of autoregressive coefficients with same length as alpha.
Examples
alpha <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50, pacf = TRUE)
phi <- pacf2ar(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.
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