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KFAS (version 1.0.3)

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.