ar2_correlation_matrix: compute the correlation matrix of a time series generated by...
In synth-inference/synthdid: Synthetic Difference-in-Difference Estimation
View source: R/placebo-simulations.R
ar2_correlation_matrix R Documentation
compute the correlation matrix of a time series generated by an ar2 model
Description
compute the correlation matrix of a time series generated by an ar2 model
Usage
ar2_correlation_matrix(ar_coef, T)
Arguments
ar_coef,
the coefficients of the ar2 model: c(lag-1-coefficient, lag-2-coefficient)
T,
the length of the time series
Value
the correlation matrix
synth-inference/synthdid documentation built on Jan. 26, 2024, 7:21 a.m.
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View source: R/placebo-simulations.R
| ar2_correlation_matrix | R Documentation |
compute the correlation matrix of a time series generated by an ar2 model
Description
compute the correlation matrix of a time series generated by an ar2 model
Usage
ar2_correlation_matrix(ar_coef, T)
Arguments
ar_coef, |
the coefficients of the ar2 model: c(lag-1-coefficient, lag-2-coefficient) |
T, |
the length of the time series |
Value
the correlation matrix
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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