ddiffw: Helper function that returns AR-representation of...

Description Usage Arguments

Description

returns the first n coefficients in the AR-infinity representation of an FI(d) process

Usage

1
ddiffw(n, d)

Arguments

n

number of coefficients to be returned

d

memory parameter


FunWithR/LongMemoryTS documentation built on May 12, 2019, 10:29 p.m.