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FGN (version 2.0-12)

acvfPLA: autocovariance function for the PLA model

Description

The autocovariance function is computed for the power-law autocorrelation time series model.

Usage

acvfPLA(alpha, maxlag)

Arguments

alpha
decay parameter
maxlag
maximum lag

Value

vector of maxlag+1 containing the autocovariances at lags 0, 1, ..., maxlag.

See Also

LLPLA

Examples

Run this code
acvfPLA(0.4, 10)

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