Durbin: Computes the pacf using the Durbin method
In wqmeeker/RTseries: Interactive Time Series Analysis Tools
Durbin R Documentation
Computes the pacf using the Durbin method
Description
For a given acf function, computes the pacf
Usage
Durbin(the.acf, lag.max = 10)
Arguments
the.acf
A vector giving the acf function.
lag.max
integer saying how many pacf values to compute. The default is 10.
Examples
Durbin(c(0.4, rep(0,100)))
Durbin(0.9^(1:100))
wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.
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| Durbin | R Documentation |
Computes the pacf using the Durbin method
Description
For a given acf function, computes the pacf
Usage
Durbin(the.acf, lag.max = 10)
Arguments
the.acf |
A vector giving the acf function. |
lag.max |
integer saying how many pacf values to compute. The default is 10. |
Examples
Durbin(c(0.4, rep(0,100))) Durbin(0.9^(1:100))
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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