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Calculate the autocovariances and autocorrelations and optionally plot the true autocorrlations of a FARMA model
true.farma.aut.wge(d,phi=0,theta=0,lag.max=50,trunc=1000,vara=1,plot=TRUE)
Vector of length max.lag+1 containing true autocorrelations at lags 0, 1, ..., lag.max
Vector of length max.lag+1 containing true autocovariances at lags 0, 1, ..., lag.max
Fractional difference parameter
vector of AR parameters of ARMA part of FARMA model
vector of MA parameters of ARMA part of FARMA model using signs as given in the Woodward, Gray, and Elliott text
Maximum lag at which the autocorrelations and autocovariances will be calculated
Number of terms used in sum
White noise variance
Logical: TRUE=plot, FALSE=no plot
Wayne Woodward
For fractional model use phi=theta=0
"Applied Time Series Analysis with R, second editon" by Woodward, Gray, and Elliott
y=true.farma.aut.wge(d=.4,phi=c(0,-.8))
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