corrar(timeslab)R Documentation

Calculate AR Parameters from Autocorrelations

Description

Calculate AR Parameters from Autocorrelations

Usage

corrar(rho,R0,p)

Arguments

rho Array of length {p} containing autocorrelations.
R0 Real scalar containing sample variance $(>0)$.
p Integer containing the AR order $(>0)$.

Value

rvar Real scalar variable containing error variance.
alpha Array of length {p} containing AR coefficients.


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