

coeffcsd(timeslab)                           R Documentation

_C_a_l_c_u_l_a_t_e _A_s_y_m_p_t_o_t_i_c _S_t_a_n_d_a_r_d _E_r_r_o_r_s _o_f _A_R_M_A _M_L_E_'_s

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

     Calculate Asymptotic Standard Errors of ARMA MLE's

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

     coeffcsd(alpha,beta,n)

_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
          $eta$.

       n: Integer containing the sample size of process.

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

coeffcsd: returns the array containing the asymptotic stan-
          dard deviations of the coefficients if {`ier'},
          the error indicator, returns a value of 0, indi-
          cating a nonsingular matrix.

