starmaStateSpace: State space representation for standardized ARMA model

View source: R/armacopula.R

starmaStateSpaceR 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 29, 2024, 5:53 a.m.