| ddiffw {LongMemoryTS} | R Documentation |
Helper function that returns AR-representation of FI(d)-process.
Description
returns the first n coefficients in the AR-infinity representation
of an FI(d) process
Usage
ddiffw(n, d)
Arguments
n |
number of coefficients to be returned |
d |
memory parameter |
[Package LongMemoryTS version 0.1.0 Index]