theo_acf: Computes the Theoretical Autocorrelation (ACF) of an ARMA...

In SMAC-Group/exts: Experimental Features for Time Series

Description

Acts as a wrapper around 'ARMAacf' to calculate the theoretical ACF process of an ARMA process.

Usage

theo_acf(model = ARMA(ar = c(0.5, -0.25), ma = 0.2), lag.max = 20)

Arguments

lag.max	A integer indicating the max length.
ar	A vector containing the AR coefficients
ma	A vector containing the MA coefficients

Examples

# Computes the theoretical ACF for an ARMA(1,0) or better known as an AR(1)
theo_acf(ARMA(ar = -0.25, ma = NULL))
# Computes the theoretical ACF for an ARMA(2, 1)
theo_acf(ARMA(ar = c(.50, -0.25), ma = 0.20), lag.max = 10)

SMAC-Group/exts documentation built on May 9, 2019, 11:15 a.m.