acft {UComp}

acft

Description

Theoretical autocorrelation functions of ARMA models

Usage

acft(MApoly = 1, ARpoly = 1, ncoef = 38, s = 1)

Arguments

MApoly

coefficients of numerator polynomial in descending order

ARpoly

coefficients of denominator polynomial in descending order

ncoef

number of coefficients

s

seasonal period, number of observations per year

Value

Theoretical autocorrelation functions

Author(s)

Diego J. Pedregal

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, slide, plotSlide, Accuracy, tsDisplay, size

Examples

acft(c(1, -0.8), c(1, 0.8))