R/ingarch.var.R

Defines functions ingarch.var

Documented in ingarch.var

ingarch.var <- function(intercept, past_obs=NULL, past_mean=NULL){
#Theoretical marginal variance of a Poisson INGARCH(p,q) process
##############################
  tsglm.parametercheck(param=list(intercept=intercept, past_obs=past_obs, past_mean=past_mean, xreg=NULL), link="identity")
  result <- ingarch.acf(intercept=intercept, past_obs=past_obs, past_mean=past_mean, lag.max=0, type="acvf", plot=FALSE)[[1]]
  return(result)
}

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tscount documentation built on Nov. 25, 2017, 3:01 a.m.