arcorr(timeslab) | R Documentation |
Calculate AR Autocorrelation Function
arcorr(alpha,rvar=1,m=0)
alpha |
Array containing AR coefficients $Valpha$. |
rvar |
Real scalar containing error variance $&sigma^2(>0)$. |
m |
Integer containing the number of autocorrelations to calculate $(>=0)$. |
var |
Real scalar containing the variance of the process. |
corr |
Array of length {m } containing the
autocorrelations |
ier |
Integer variable indicating whether or not the AR process is stationary (0 means yes, anything else means no). |