tacvf {arfima}R Documentation

Extracts the tacvfs of a fitted object

Description

Extracts the theoretical autocovariance functions (tacvfs) from a fitted arfima or one of its modes (an ARFIMA) object.

Usage

tacvf(obj, xmaxlag = 0, forPred = FALSE, n.ahead = 0, nuse = -1,
  ...)

Arguments

obj

An object of class "arfima" or "ARFIMA". The latter class is a mode of the former.

xmaxlag

The number of extra points to be added on to the end. That is, if the original series has length 300, and xmaxlag = 5, the tacvfs will go from lag 0 to lag 304.

forPred

Should only be TRUE from a call to predict.arfima.

n.ahead

Only used internally.

nuse

Only used internally.

...

Optional arguments, currently not used.

Value

A list of tacvfs, one for each mode, the length of the time series.

Author(s)

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

plot.tacvf, print.tacvf, tacfplot, arfima


[Package arfima version 1.7-0 Index]