get_all_a_calc: Given an AR(p,q) realization, this function estimates the...
In josephsdavid/tswgewrapped: Helpful wrappers for 'tswge', 'vars' and 'nnfor' time series packages
Description
Usage
Arguments
Value
View source: R/common_calculations.R
Description
Given an AR(p,q) realization, this function estimates the white
noise estimates using equation 6.23 (from the text book), the
variance and the standard deviation of the white noise
Usage
1
get_all_a_calc(x, phi, theta)
Arguments
x
time series realization
phi
phi values of the time series
theta
theta values of the time series
Value
All white noise estimates, variance and standard deviation of these estimates
josephsdavid/tswgewrapped documentation built on July 31, 2020, 9:36 a.m.
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Description Usage Arguments Value
View source: R/common_calculations.R
Description
Given an AR(p,q) realization, this function estimates the white noise estimates using equation 6.23 (from the text book), the variance and the standard deviation of the white noise
Usage
1 | get_all_a_calc(x, phi, theta)
|
Arguments
x |
time series realization |
phi |
phi values of the time series |
theta |
theta values of the time series |
Value
All white noise estimates, variance and standard deviation of these estimates
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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