tacvf: Extracts the tacvfs of a fitted object

In JQVeenstra/arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling

Extracts the tacvfs of a fitted object

Description

Extracts the theoretical autocovariance functions (tacvfs) from a fitted arfima or one of its modes (an ARFIMA) object.

Usage

tacvf(obj, xmaxlag = 0, forPred = FALSE, n.ahead = 0, nuse = -1, ...)

Arguments

obj	An object of class "arfima" or "ARFIMA". The latter class is a mode of the former.
xmaxlag	The number of extra points to be added on to the end. That is, if the original series has length 300, and xmaxlag = 5, the tacvfs will go from lag 0 to lag 304.
forPred	Should only be TRUE from a call to predict.arfima.
n.ahead	Only used internally.
nuse	Only used internally.
...	Optional arguments, currently not used.

Value

A list of tacvfs, one for each mode, the length of the time series.

Author(s)

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

plot.tacvf, print.tacvf, tacfplot, arfima

JQVeenstra/arfima documentation built on Jan. 31, 2024, 12:11 p.m.