

arcorr(timeslab)                             R Documentation

_C_a_l_c_u_l_a_t_e _A_R _A_u_t_o_c_o_r_r_e_l_a_t_i_o_n _F_u_n_c_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n_:

     Calculate AR Autocorrelation Function

_U_s_a_g_e_:

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

_A_r_g_u_m_e_n_t_s_:

   alpha: Array containing AR coefficients $lpha$.

    rvar: Real scalar containing error variance
          $sigma^2(>0)$.

       m: Integer containing the number of autocorrelations
          to calculate $(>=0)$.

_V_a_l_u_e_:

     var: Real scalar containing the variance of the pro-
          cess.

    corr: Array of length {`m'} containing the autocorrela-
          tions

     ier: Integer variable indicating whether or not the AR
          process is stationary (0 means yes, anything else
          means no).

