ar2acf: Functions for the ar2 model
In eliaskrainski/emisc: Functions for personal utility
ar2acf R Documentation
Functions for the ar2 model
Description
Compute the autocorrelation function
given the partial correlation coefficients.
Usage
ar2acf(a1, a2, k)
Arguments
a1
first difference parameter.
a2
second difference parameter or
partial correlation of order two.
k
max lag to compute the acf.
Value
vector of length k or matrix of k columns
with autocorrelation up to lag k for each
parameter pairs, each line if matrix.
Functions
-
ar2acf(): marginal correlation.
Examples
ar2acf(1, -0.5, 10)
ar2acf(c(1,1.8), c(-0.5, -0.5), 10)
eliaskrainski/emisc documentation built on Nov. 18, 2024, 11:02 a.m.
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| ar2acf | R Documentation |
Functions for the ar2 model
Description
Compute the autocorrelation function given the partial correlation coefficients.
Usage
ar2acf(a1, a2, k)
Arguments
a1 |
first difference parameter. |
a2 |
second difference parameter or partial correlation of order two. |
k |
max lag to compute the acf. |
Value
vector of length k or matrix of k columns with autocorrelation up to lag k for each parameter pairs, each line if matrix.
Functions
-
ar2acf(): marginal correlation.
Examples
ar2acf(1, -0.5, 10)
ar2acf(c(1,1.8), c(-0.5, -0.5), 10)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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