non_stat

Check for causality of 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

non_stat function

<dl><dt>ar</dt>
<dd>vector of autoregressive parameters</dd></dl>

Arguments

Check for causality of ARMA process — non_stat

<dl>

<dt>ar</dt>
<dd>vector of autoregressive parameters</dd>

</dl>

non_stat: Check for causality of ARMA process

Description

Usage

Value

Arguments