Theoretical Autocorrelation (ACF) of an ARMA process
This function computes the theoretical Autocorrelation (ACF) of an ARMA process.
theo_acf(ar, ma = NULL, lagmax = 20)
ar |
A |
ma |
A |
lagmax |
An |
Yuming Zhang
# 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)
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