tacvf

Extracts the theoretical autocovariance functions (tacvfs) from a fitted
<code>arfima</code> or one of its modes (an <code>ARFIMA</code>) object.

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

tacvf function

<dl><dt>obj</dt>
<dd>An object of class "arfima" or "ARFIMA". The latter class is a
mode of the former.</dd>
<dt>xmaxlag</dt>
<dd>The number of extra points to be added on to the end. That
is, if the original series has length 300, and xmaxlag = 5, the tacvfs will
go from lag 0 to lag 304.</dd>
<dt>forPred</dt>
<dd>Should only be <code>TRUE</code> from a call to
<code>predict.arfima</code>.</dd>
<dt>n.ahead</dt>
<dd>Only used internally.</dd>
<dt>nuse</dt>
<dd>Only used internally.</dd>
<dt>...</dt>
<dd>Optional arguments, currently not used.</dd></dl>

Arguments

Author

Extracts the tacvfs of a fitted object — tacvf

<dl>

<dt>obj</dt>
<dd>An object of class "arfima" or "ARFIMA". The latter class is a
mode of the former.</dd>


<dt>xmaxlag</dt>
<dd>The number of extra points to be added on to the end. That
is, if the original series has length 300, and xmaxlag = 5, the tacvfs will
go from lag 0 to lag 304.</dd>


<dt>forPred</dt>
<dd>Should only be <code>TRUE</code> from a call to
<code>predict.arfima</code>.</dd>


<dt>n.ahead</dt>
<dd>Only used internally.</dd>


<dt>nuse</dt>
<dd>Only used internally.</dd>


<dt>...</dt>
<dd>Optional arguments, currently not used.</dd>

</dl>

tacvf: Extracts the tacvfs of a fitted object

Description

Usage

Value

Arguments

Author

References

See Also