acf.farima0d0: Autocovariance function (ACVF) of FARIMA(0,d,0)
In jlivsey/LatentGaussCounts: Integer-valued Time Series Models based on Gaussian Copula
Description
Usage
Arguments
Value
Examples
View source: R/acf.farima0d0.R
Description
Autocovariance function (ACVF) of FARIMA(0,d,0)
Usage
1
acf.farima0d0(d, h)
Arguments
d
fractional differencing parameter
h
lag to calculate ACVF at
Value
lag h ACVF of FARIMA(0,d,0)
Examples
1
acf.farima0d0(1/4, 2)
jlivsey/LatentGaussCounts documentation built on May 1, 2020, 6:16 a.m.
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Description Usage Arguments Value Examples
View source: R/acf.farima0d0.R
Description
Autocovariance function (ACVF) of FARIMA(0,d,0)
Usage
1 | acf.farima0d0(d, h)
|
Arguments
d |
fractional differencing parameter |
h |
lag to calculate ACVF at |
Value
lag h ACVF of FARIMA(0,d,0)
Examples
1 | acf.farima0d0(1/4, 2)
|
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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