autocorr.ucarima

autocorr

autocorr.um

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

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

autocorr.ucarima function

<dl><dt>x</dt>
<dd>an object of class <code>um</code>.</dd>
<dt>...</dt>
<dd>additional arguments.</dd>
<dt>lag.max</dt>
<dd>maximum lag for autocovariances.</dd>
<dt>par</dt>
<dd>logical. If TRUE partial autocorrelations are computed.</dd></dl>

Arguments

Theoretical simple/partial autocorrelations of an ARMA model — autocorr.ucarima

<dl>

<dt>x</dt>
<dd>an object of class <code>um</code>.</dd>


<dt>...</dt>
<dd>additional arguments.</dd>


<dt>lag.max</dt>
<dd>maximum lag for autocovariances.</dd>


<dt>par</dt>
<dd>logical. If TRUE partial autocorrelations are computed.</dd>

</dl>

autocorr.ucarima: Theoretical simple/partial autocorrelations of an ARMA model

Description

Usage

Value

Arguments

Examples