calculate_arp_varx: Computes the Population Variance of an AR(p) Time Series Note...
In josephsdavid/tswgewrapped: Helpful wrappers for 'tswge', 'vars' and 'nnfor' time series packages
Description
Usage
Arguments
Value
View source: R/common_calculations.R
Description
Computes the Population Variance of an AR(p) Time Series
Note that this can also be used for AR(1) models instead of using calculate_ar1_varx
although, it will need an extra argument 'pt'
Usage
1
calculate_arp_varx(phi, pt, vara = 1)
Arguments
phi
phi values of the time series
pt
output of plotts.true.wge
vara
variance of the noise term
Value
True Population Variance of the Time Series
josephsdavid/tswgewrapped documentation built on July 31, 2020, 9:36 a.m.
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.
Description Usage Arguments Value
View source: R/common_calculations.R
Description
Computes the Population Variance of an AR(p) Time Series Note that this can also be used for AR(1) models instead of using calculate_ar1_varx although, it will need an extra argument 'pt'
Usage
1 | calculate_arp_varx(phi, pt, vara = 1)
|
Arguments
phi |
phi values of the time series |
pt |
output of plotts.true.wge |
vara |
variance of the noise term |
Value
True Population Variance of the Time Series
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.