compute_a: Given an AR(p,q) realization, this function estimates the...
In josephsdavid/tswgewrapped: Helpful wrappers for 'tswge', 'vars' and 'nnfor' time series packages

Given an AR(p,q) realization, this function estimates the white noise estimates using equation 6.23 (from the text book)

1	compute_a(x, phi, theta, index)

`x`	time series realization
`phi`	phi values of the time series
`theta`	theta values of the time series
`index`	time value till which the white noise estimates are needed

All white noise estimates till the index

josephsdavid/tswgewrapped documentation built on July 31, 2020, 9:36 a.m.

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