

armacorr(timeslab)                           R Documentation

_C_a_l_c_u_l_a_t_e _A_R_M_A _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 ARMA Autocorrelation Function

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

     armacorr(alpha,beta,rvar=1,m)

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

   alpha: Array of length $p$ containing AR coefficients
          $lpha$.

    beta: Array of length $q$ containing MA coefficients
          $eta$.

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

       m: Integer $(>=max(p,q))$ containing the number of
          autocorrelations to calculate.

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

     var: Real scalar containing variance of process.

                       ho(m)$
    corr: Arhroa(y1)o,f.l.e.n,gth {`m'} containing autocorrelations
          $

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

