sigmastarma: Standard deviation of innovations for armacopula
In tscopula: Time Series Copula Models
sigmastarma R Documentation
Standard deviation of innovations for armacopula
Description
Uses the function tacvfARMA in the ltsa library.
Usage
sigmastarma(x)
Arguments
x
an object of class armacopula.
Value
The standard deviation of the standardized ARMA innovation distribution.
Examples
sigmastarma(armacopula(list(ar = c(0.5, 0.4), ma = -0.8)))
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| sigmastarma | R Documentation |
Standard deviation of innovations for armacopula
Description
Uses the function tacvfARMA in the ltsa library.
Usage
sigmastarma(x)
Arguments
x |
an object of class armacopula. |
Value
The standard deviation of the standardized ARMA innovation distribution.
Examples
sigmastarma(armacopula(list(ar = c(0.5, 0.4), ma = -0.8)))
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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