cents (version 0.1-41)

tacvfARMA: Computes TACVF

Description

Computes TACVF

Usage

tacvfARMA(phi = numeric(0), theta = numeric(0), maxlag = 20, useCt = TRUE, sigma2 = 1)

Arguments

phi

AR parameter vector

theta

MA parameter vector

maxlag

computes at lags 0,1,...,maglag

useCt

default is to use C interface otherwise use R source

sigma2

innovation variance

Value

vector of length maxlag+1 containing autocovariances at lags 0 to maxlag

Details

See McLeod Why better

References

McLeod (1975)

See Also

ARMAacf

Examples

2+2