kpacf_sarma4

KPACF of quarterly seasonal ARMA process

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

kpacf_sarma4 function

<dl><dt>k</dt>
<dd>number of lags.</dd>
<dt>theta</dt>
<dd>list with components ar, ma, sar and sma specifying the ARMA and seasonal ARMA parameters.</dd></dl>

Arguments

KPACF of quarterly seasonal ARMA process — kpacf_sarma4

<dl>

<dt>k</dt>
<dd>number of lags.</dd>


<dt>theta</dt>
<dd>list with components ar, ma, sar and sma specifying the ARMA and seasonal ARMA parameters.</dd>

</dl>

kpacf_sarma4: KPACF of quarterly seasonal ARMA process

Description

Usage

Value

Arguments