Durbin_Levinson_rho: Estimate Partial Autocorrelations Using the Durbin-Levinson...
In pautocorr: Testing Autocorrelation and Partial Autocorrelation Through Bootstrap and Surrogate Methods
Description
Usage
Arguments
Value
Author(s)
References
Description
This function computes partial autocorrelations using the Durbin-Levinson algorithm
Usage
1
Durbin_Levinson_rho(rho)
Arguments
rho
a vector of autocorrelations
Value
a vector of partial autocorrelations.
Author(s)
Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>
References
Shumway, R. H., & Stoffer, D. S. (2006). Time series analysis and its applications with r examples (2nd ed.). New York: Springer. (p.113-114)
pautocorr documentation built on May 2, 2019, 6:09 p.m.
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Description Usage Arguments Value Author(s) References
Description
This function computes partial autocorrelations using the Durbin-Levinson algorithm
Usage
1 | Durbin_Levinson_rho(rho)
|
Arguments
rho |
a vector of autocorrelations |
Value
a vector of partial autocorrelations.
Author(s)
Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>
References
Shumway, R. H., & Stoffer, D. S. (2006). Time series analysis and its applications with r examples (2nd ed.). New York: Springer. (p.113-114)
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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