simts (version 0.2.2)

theo_acf: Theoretical Autocorrelation (ACF) of an ARMA process

Description

This function computes the theoretical Autocorrelation (ACF) of an ARMA process.

Usage

theo_acf(ar, ma = NULL, lagmax = 20)

Arguments

ar

A vector containing the AR coefficients.

ma

A vector containing the MA coefficients.

lagmax

An integer indicating the maximum lag up to which to compute the theoretical ACF.

Author

Yuming Zhang

Examples

# Compute the theoretical ACF for an ARMA(1,0) (i.e. a first-order autoregressive model: AR(1))
theo_acf(ar = -0.25, ma = NULL)
# Computes the theoretical ACF for an ARMA(2, 1)
theo_acf(ar = c(.50, -0.25), ma = 0.20, lagmax = 10)