

corrar(timeslab)                             R Documentation

_C_a_l_c_u_l_a_t_e _A_R _P_a_r_a_m_e_t_e_r_s _f_r_o_m _A_u_t_o_c_o_r_r_e_l_a_t_i_o_n_s

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

     Calculate AR Parameters from Autocorrelations

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

     corrar(rho,R0,p)

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

     rho: Array of length {`p'} containing autocorrelations.

      R0: Real scalar containing sample variance $(>0)$.

       p: Integer containing the AR order $(>0)$.

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

    rvar: Real scalar variable containing error variance.

   alpha: Array of length {`p'} containing AR coefficients.

