ARToPacf

Converts AR/MA coefficients from operator space to the PACF box-space;
usually for internal use

Simulates, fits, and predicts long-memory and anti-persistent
time series, possibly mixed with ARMA, regression, transfer-function
components.
Exact methods (MLE, forecasting, simulation) are used.
Bug reports should be done via GitHub (at
<https://github.com/JQVeenstra/arfima>), where the development version
of this package lives; it can be installed using devtools.

JQ (Justin) Veenstra

arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

ARToPacf function

<dl><dt>phi</dt>
<dd>The AR/MA coefficients in operator space</dd></dl>

Arguments

Author

Converts AR/MA coefficients from operator space to the PACF space — ARToPacf

<dl>

<dt>phi</dt>
<dd>The AR/MA coefficients in operator space</dd>

</dl>

ARToPacf: Converts AR/MA coefficients from operator space to the PACF space

Description

Usage

Value

Arguments

Author

References