inst/ModuleExamples/ModualExamples05/Segment6_M5.R

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

#------------------------------------------------------------------------
#Module 5 Segment 6
#------------------------------------------------------------------------

library("RTseries")
# -----------------------------------------------------------------------------------
# -----------------------------------------------------------------------------------
# code for figure on page 5-55
show.true.acfpacf(model=list(ar=0.9, ma = 0.9))
# -----------------------------------------------------------------------------------
# code for figure on page 5-56
iden.sim(model=list(ar=0.9, ma = 0.9), realization.size=75)