tacvfARMA {cents} | R Documentation |
Computes TACVF
tacvfARMA(phi = numeric(0), theta = numeric(0), maxlag = 20, useCt = TRUE, sigma2 = 1)
phi |
AR parameter vector |
theta |
MA parameter vector |
maxlag |
computes at lags 0,1,...,maglag |
useCt |
default is to use C interface otherwise use R source |
sigma2 |
innovation variance |
See McLeod Why better
vector of length maxlag+1 containing autocovariances at lags 0 to maxlag
A. I. McLeod
McLeod (1975)
2+2