coeffcsd(timeslab) | R Documentation |
Calculate Asymptotic Standard Errors of ARMA MLE's
coeffcsd(alpha,beta,n)
alpha |
Array of length $p$ containing AR coefficients $Valpha$. |
beta |
Array of length $q$ containing MA coefficients $Vbeta$. |
n |
Integer containing the sample size of process. |
coeffcsd |
returns the array containing the
asymptotic standard deviations of the coefficients if {ier }, the
error indicator, returns a value of 0, indicating a nonsingular matrix. |