acf2AR
Compute an AR Process Exactly Fitting an ACF
Compute an AR process exactly fitting an autocorrelation function.
 Keywords
 ts
Usage
acf2AR(acf)
Arguments
 acf
 An autocorrelation or autocovariance sequence.
Value

A matrix, with one row for the computed AR(p) coefficients for
1 <= p="" <="length(acf).
See Also
Examples
library(stats)
(Acf < ARMAacf(c(0.6, 0.3, 0.2)))
acf2AR(Acf)
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