#' Autocovariance function (ACVF) of FARIMA(0,d,0)
#'
#' @param d fractional differencing parameter
#' @param h lag to calculate ACVF at
#'
#' @return lag h ACVF of FARIMA(0,d,0)
#' @export
#'
#' @examples acf.farima0d0(1/4, 2)
acf.farima0d0 = function(d,h){
if(h==0) return(1)
k = 1:h
prod((k-1+d)/(k-d))
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.