arcorr(timeslab)R Documentation

Calculate AR Autocorrelation Function

Description

Calculate AR Autocorrelation Function

Usage

arcorr(alpha,rvar=1,m=0)

Arguments

alpha Array containing AR coefficients $Valpha$.
rvar Real scalar containing error variance $&sigma^2(>0)$.
m Integer containing the number of autocorrelations to calculate $(>=0)$.

Value

var Real scalar containing the variance of the process.
corr Array of length {m} containing the autocorrelations
ier Integer variable indicating whether or not the AR process is stationary (0 means yes, anything else means no).


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