acft function

acft

Theoretical autocorrelation functions of ARMA models

acft(MApoly = 1, ARpoly = 1, ncoef = 38, s = 1)

Arguments

• MApoly: coefficients of numerator polynomial in descending order
• ARpoly: coefficients of denominator polynomial in descending order
• ncoef: number of coefficients
• s: seasonal period, number of observations per year

Returns

Theoretical autocorrelation functions

Examples

acft(c(1, -0.8), c(1, 0.8))

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, slide, plotSlide, Accuracy, tsDisplay, size

Author(s)

Diego J. Pedregal