dacv_arma: Compute the partial derivatives of theoretical autocovariance...
In helske/tsPI: Improved Prediction Intervals for ARIMA Processes and Structural Time Series
dacv_arma R Documentation
Compute the partial derivatives of theoretical autocovariance function of ARMA process
Description
Function dacv_arma computes the partial derivatives of theoretical autocovariance function of ARMA process
Usage
dacv_arma(phi, theta, n)
Arguments
phi
vector containing the AR parameters
theta
vector containing the MA parameters
n
length of the time series
Value
matrix containing the partial derivatives autocovariances,
each column corresponding to one parameter of vector (phi,theta) (in that order)
See Also
acv_arma.
helske/tsPI documentation built on Sept. 9, 2023, 8:15 a.m.
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| dacv_arma | R Documentation |
Compute the partial derivatives of theoretical autocovariance function of ARMA process
Description
Function dacv_arma computes the partial derivatives of theoretical autocovariance function of ARMA process
Usage
dacv_arma(phi, theta, n)
Arguments
phi |
vector containing the AR parameters |
theta |
vector containing the MA parameters |
n |
length of the time series |
Value
matrix containing the partial derivatives autocovariances, each column corresponding to one parameter of vector (phi,theta) (in that order)
See Also
acv_arma.
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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