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FGN (version 2.0-12)

acvfFD: autocovariance function of fractionally-differenced white noise

Description

The autocovariance function of fractionally differenced white noise is computed for lags 0, 1, ..., maxlag.

Usage

acvfFD(d, maxlag)

Arguments

d
fractional difference parameter
maxlag
maximum lag

Value

vector of length maxlag+1 containing the autocovariances

See Also

LLFD

Examples

Run this code
acvfFD(0.2, 10)

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