

armapart(timeslab)                           R Documentation

_C_a_l_c_u_l_a_t_e _A_R_M_A _P_a_r_t_i_a_l _A_u_t_o_c_o_r_r_e_l_a_t_i_o_n _F_u_n_c_t_i_o_n

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

     armapart(alpha,beta,rvar,m)

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

   alpha: Array containing AR coefficients

    beta: Array containing MA coefficients.

    rvar: Real scalar containing error variance
          `sigma^2(>0)'

       m: Integer indicating the number of partial autocor-
          relations to calculate.

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

   theta: Array of length {`m'} containing the partial auto-
          correlations.

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

