

arpart(timeslab)                             R Documentation

_C_a_l_c_u_l_a_t_e _A_R _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

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

     Calculate AR Partial Autocorrelation Function

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

     arpart(alpha)

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

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

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

   theta: Array of length $p$ containing partial autocorre-
          lations.

     ier: Integer variable indicating whether the zeros of
          the characteristic polynomial corresponding to
          {`alpha'} are all outside the unit circle (0 means
          they are, anything else means they are not.)

