precision: ar2q

ar2qR Documentation

ar2q

Description

ar2q

Usage

ar2q(n, a)

Arguments

n

is the size of the precision matrix

a

length three vector with the parameters a_0, a_1 and a_2 in a_0 y_t + a_1 y_t-1 + a_2 y_t-2 = w_t stochastic difference equation.

Functions

  • ar2q(): matrix.

Examples

ar2q(10, c(1, 1, -0.5))

eliaskrainski/emisc documentation built on Nov. 18, 2024, 11:02 a.m.