dacv_arma | R Documentation |
Function dacv_arma
computes the partial derivatives of theoretical autocovariance function of ARMA process
dacv_arma(phi, theta, n)
phi |
vector containing the AR parameters |
theta |
vector containing the MA parameters |
n |
length of the time series |
matrix containing the partial derivatives autocovariances, each column corresponding to one parameter of vector (phi,theta) (in that order)
acv_arma
.
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