arfima: tacvf – R documentation

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tacvf

Extracts the tacvfs of a fitted object

Extracts the theoretical autocovariance functions (tacvfs) from a fitted arfima or one of its modes (an ARFIMA) object.

tacvf(obj, xmaxlag = 0, forPred = FALSE, n.ahead = 0, nuse = -1,
  ...)

`obj`	An object of class "arfima" or "ARFIMA". The latter class is a mode of the former.
`xmaxlag`	The number of extra points to be added on to the end. That is, if the original series has length 300, and xmaxlag = 5, the tacvfs will go from lag 0 to lag 304.
`forPred`	Should only be `TRUE` from a call to `predict.arfima`.
`n.ahead`	Only used internally.
`nuse`	Only used internally.
`...`	Optional arguments, currently not used.

A list of tacvfs, one for each mode, the length of the time series.

JQ (Justin) Veenstra

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)