evalEtaNu: RW and AR(1) variance estimations with fixed AR(1) parameter
Description
Evaluation of the variances Eta2 and Nu2
Usage
evalEtaNu(v, phi, sdEta = TRUE)
Arguments
v
the estimated variances of the diff k operator
phi
the autocorrelative AR(1) parameter
sdEta
if sdEta = FALSE there is no random walk
Value
a list with an estimation of the variances Eta2 and Nu2