coeffcsd(timeslab)R Documentation

Calculate Asymptotic Standard Errors of ARMA MLE's

Description

Calculate Asymptotic Standard Errors of ARMA MLE's

Usage

coeffcsd(alpha,beta,n)

Arguments

alpha Array of length $p$ containing AR coefficients $Valpha$.
beta Array of length $q$ containing MA coefficients $Vbeta$.
n Integer containing the sample size of process.

Value

coeffcsd returns the array containing the asymptotic standard deviations of the coefficients if {ier}, the error indicator, returns a value of 0, indicating a nonsingular matrix.


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