auto.cov: Compute autocovariance function of ARMA process
In yanyachen/arimaMisc: Time Series Analysis Miscellaneous Tools
Description
Usage
Arguments
Value
Description
Compute autocovariance function of ARMA process.
Usage
1
Arguments
ar
AR parameters
ma
MA parameters
sigma2
sigma2
lag
lag
Value
parameters of autocovariance function
yanyachen/arimaMisc documentation built on May 4, 2019, 2:30 p.m.
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Description Usage Arguments Value
Description
Compute autocovariance function of ARMA process.
Usage
1 |
Arguments
ar |
AR parameters |
ma |
MA parameters |
sigma2 |
sigma2 |
lag |
lag |
Value
parameters of autocovariance function
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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