is_invertable_arma: Check Invertibility/Stationarity of an AR/MA Process
In itamarfaran/corrpops: Analysis of populations of correlation matrices
Description
Usage
Arguments
Value
View source: R/is_invertable_arma.R
Description
Check if an AR process is stationary or an MA process is invertible,
by testing if the polynomial defined by it's coefficients doesn't have a root between -1 and 1
Usage
1
is_invertable_arma(coefs, tol = 0.001)
Arguments
coefs
a numeric vector with the AR (or MA) coefficients
tol
the tolerance search for the roots.
Value
true if the process is invertible/stationary.
itamarfaran/corrpops documentation built on Dec. 20, 2021, 8:02 p.m.
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Description Usage Arguments Value
View source: R/is_invertable_arma.R
Description
Check if an AR process is stationary or an MA process is invertible, by testing if the polynomial defined by it's coefficients doesn't have a root between -1 and 1
Usage
1 | is_invertable_arma(coefs, tol = 0.001)
|
Arguments
coefs |
a numeric vector with the AR (or MA) coefficients |
tol |
the tolerance search for the roots. |
Value
true if the process is invertible/stationary.
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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