arpart(timeslab)R Documentation

Calculate AR Partial Autocorrelation Function

Description

Calculate AR Partial Autocorrelation Function

Usage

arpart(alpha)

Arguments

alpha Array of length $p$ containing AR coefficients $Valpha$.

Value

theta Array of length $p$ containing partial autocorrelations.
ier Integer variable indicating whether the zeros of the characteristic polynomial corresponding to {alpha} are all outside the unit circle (0 means they are, anything else means they are not.)


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