artransform: Mapping real valued parameters to stationary region
Description
Function artransform transforms $p$ real valued
parameters to stationary region of $p$th order
autoregressive process using parametrization suggested by
Jones (1980), except the same modification is done as in
arima.
Usage
artransform(param)
Arguments
param
Real valued parameters for the
transformation.
Value
transformed The parameters satisfying the stationary
constrains.