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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

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