| check {itsmr} | R Documentation |
Check for causality and invertibility
Description
Check for causality and invertibility
Usage
check(a)
Arguments
a |
ARMA model |
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
None
Examples
a = specify(ar=c(0,0,.99))
check(a)
[Package itsmr version 1.10 Index]