aacvf {itsmr}

Autocovariance of ARMA model

Description

Autocovariance of ARMA model

Usage

aacvf(a, h)

Arguments

a

ARMA model

h

Maximum lag

Details

The ARMA model is a list with the following components.

phi	Vector of AR coefficients (index number equals coefficient subscript)
theta	Vector of MA coefficients (index number equals coefficient subscript)
sigma2	White noise variance

Value

Returns a vector of length h+1 to accomodate lag 0 at index 1.

See Also

arma

Examples

a = arma(Sunspots,2,0)
aacvf(a,40)