sarmacopula: Constructor function for SARMA copula process

In tscopula: Time Series Copula Models

Constructor function for SARMA copula process

Description

Constructor function for SARMA copula process

Usage

sarmacopula(pars = list(ar = 0, ma = 0, sar = 0, sma = 0), period = 4)

Arguments

pars	list consisting of vector of AR parameters named 'ar' and vector of MA parameters named 'ma', SAR parameters named 'sar' and vector of SMA parameters named 'sma'.
period	period of seasonal model.

Value

An object of class sarmacopula.

Examples

sarmacopula(list(ar = 0.5, ma = 0.4, sar = 0.2, sma = 0.6), period = 4)

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