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FGN (version 2.0-12)

acvfPLS: autocovariance function for PLS model

Description

The autocovariance function is computed for the PLS time series model.

Usage

acvfPLS(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
acvfPLS(0.4, 10)

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