yuima (version 1.15.27)

Diagnostic.Carma: Diagnostic Carma model

Description

This function verifies if the condition of stationarity is satisfied.

Usage

Diagnostic.Carma(carma)

Value

Logical variable. If TRUE, Carma is stationary.

Arguments

carma

An object of class yuima.qmle-class where the slot model is a carma process.

Author

YUIMA TEAM

Examples

mod1 <- setCarma(p = 2, q = 1, scale.par = "sig",
          Carma.var = "y")

param1 <- list(a1 = 1.39631, a2 = 0.05029, b0 = 1,
            b1 = 1, sig = 1)
samp1 <- setSampling(Terminal = 100, n = 200)

set.seed(123)

sim1 <- simulate(mod1, true.parameter = param1,
          sampling = samp1)

est1 <- qmle(sim1, start = param1)

Diagnostic.Carma(est1)