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)
# NOT RUN {
(Acf <- ARMAacf(c(0.6, 0.3, -0.2)))
acf2AR(Acf)
# }
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