arpart(timeslab) | R Documentation |
Calculate AR Partial Autocorrelation Function
arpart(alpha)
alpha |
Array of length $p$ containing AR coefficients $Valpha$. |
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.) |