theo_corr: Compute Theoretical ACF and PACF

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

Description

Computes both the ACF and PACF for a given process.

Usage

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

Arguments

lag.max

A integer indicating the max length.

Examples

# Computes the theoretical ACF for an ARMA(2, 1)
theo_corr(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.