armapart(timeslab)R Documentation

Calculate ARMA Partial Autocorrelation Function

Usage

armapart(alpha,beta,rvar,m)

Arguments

alpha Array containing AR coefficients
beta Array containing MA coefficients.
rvar Real scalar containing error variance sigma^2(>0)
m Integer indicating the number of partial autocorrelations to calculate.

Value

theta Array of length {m} containing the partial autocorrelations.
ier Integer variable indicating whether or not the ARMA process is stationary (0 means yes, anything else means no)


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