corrar(timeslab) | R Documentation |
Calculate AR Parameters from Autocorrelations
corrar(rho,R0,p)
rho |
Array of length {p } containing autocorrelations. |
R0 |
Real scalar containing sample variance $(>0)$. |
p |
Integer containing the AR order $(>0)$. |
rvar |
Real scalar variable containing error variance. |
alpha |
Array of length {p } containing AR coefficients. |