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) |