rollARens: Apply an Ensemble of AR Coefficients

Description Usage Arguments

View source: R/rollARens.R

Description

Apply an ensemble of AR coefficients to one or multiple columns of an xts object in a rolling fashion.

Usage

1

Arguments

x

An xts object

coef

A list of numeric vectors of AR coefficients. First element in each vector corresponds to AR1.


jmuhlenkamp/conditionalAR documentation built on Dec. 24, 2018, 6:55 a.m.