tfarima (version 0.1.1)

autocov: Theoretical autocovariances of an ARMA model

Description

autocov computes the autocovariances of an ARMA model.

Usage

autocov(um, ...)
# S3 method for um
autocov(um, lag.max = 10, ...)

Arguments

um

an object of class um.

...

additional arguments.

lag.max

maximum lag for autocovariances.

Value

A numeric vector.

Examples

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

# }