tfarima (version 0.1.1)

autocorr: Theoretical simple/partial autocorrelations of an ARMA model

Description

autocorr computes the simple/partial autocorrelations of an ARMA model.

Usage

autocorr(um, ...)
# S3 method for um
autocorr(um, lag.max = 10, par = FALSE, ...)

Arguments

um

an object of class um.

...

additional arguments.

lag.max

maximum lag for autocovariances.

par

logical. If TRUE partial autocorrelations are computed.

Value

A numeric vector.

Examples

# NOT RUN {
ar1 <- um(ar = "1-0.8B")
autocorr(ar1, lag.max = 13)
autocorr(ar1, lag.max = 13, par = TRUE)

# }