

schur(timeslab)                              R Documentation

_F_o_r_m _t_h_e _S_c_h_u_r _M_a_t_r_i_x _C_o_r_r_e_s_p_o_n_d_i_n_g _t_o _A_R _P_a_r_a_m_e_t_e_r_s

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

     Form the Schur Matrix Corresponding to AR Parameters

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

     schur(alpha)

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

   alpha: An array of length $p$ containing the AR coeffi-
          cients $lpha$.

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

   schur: returns the Schur matrix for the AR coefficients.

