theo_acf: Theoretical Autocorrelation (ACF) of an ARMA process
In SMAC-Group/simts: Time Series Analysis Tools

theo_acf

R Documentation

Theoretical Autocorrelation (ACF) of an ARMA process

Description

This function computes the theoretical Autocorrelation (ACF) of an ARMA process.

Usage

theo_acf(ar, ma = NULL, lagmax = 20)

Arguments

`ar`	A `vector` containing the AR coefficients.
`ma`	A `vector` containing the MA coefficients.
`lagmax`	An `integer` indicating the maximum lag up to which to compute the theoretical ACF.

Author(s)

Yuming Zhang

Examples

# Compute the theoretical ACF for an ARMA(1,0) (i.e. a first-order autoregressive model: AR(1))
theo_acf(ar = -0.25, ma = NULL)
# Computes the theoretical ACF for an ARMA(2, 1)
theo_acf(ar = c(.50, -0.25), ma = 0.20, lagmax = 10)

SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.