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artfima (version 1.2)

tacvfARTFIMA: Autocovariance function of ARTFIMA

Description

Theoretical autocovariance function of ARTFIMA model

Usage

tacvfARTFIMA(d = numeric(0), lambda = numeric(0), phi = numeric(0), 
      theta = numeric(0), maxlag, sigma2 = 1)

Arguments

Value

  • vector of length maxlag+1 of the specified autocovariances

Details

TBA

References

TBA

See Also

ARMAacf

Examples

Run this code
tacvfARTFIMA(d=1, lambda=0.1, maxlag=25)

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