starmaStateSpace: State space representation for standardized ARMA model
In tscopula: Time Series Copula Models
starmaStateSpace R Documentation
State space representation for standardized ARMA model
Description
State space representation for standardized ARMA model
Usage
starmaStateSpace(ar, ma, order)
Arguments
ar
vector of ar parameters
ma
vector of ma parameters
order
vector giving order (p,q)
Value
State space representation of ARMA process.
tscopula documentation built on May 7, 2022, 5:06 p.m.
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| starmaStateSpace | R Documentation |
State space representation for standardized ARMA model
Description
State space representation for standardized ARMA model
Usage
starmaStateSpace(ar, ma, order)
Arguments
ar |
vector of ar parameters |
ma |
vector of ma parameters |
order |
vector giving order (p,q) |
Value
State space representation of ARMA process.
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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