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