acf_sum: Helper Function for ARMA to WV Approximation
Description
Indicates where the minimum ARMAacf value is and returns that as an index.
Usage
acf_sum(ar, ma, last_tau, alpha = 0.99)
Arguments
ar
A vec containing the coefficients of the AR process
ma
A vec containing the coefficients of the MA process
last_tau
An int the Jth scale of 2^(1:J)
alpha
A double indicating the cutoff.
Value
A vec containing the wavelet variance of the ARMA process.