itsmr (version 1.1)

aacvf: Autocovariance of ARMA model

Description

Autocovariance of ARMA model

Usage

aacvf(a, h)

Arguments

a

ARMA model

h

Maximum lag

Value

• Returns a vector of length h+1 to accomodate lag 0 at index 1.

See Also

arma

Examples

a = arma(Sunspots,2,0)
aacvf(a,40)