dacv_arma {tsPI}

Compute the partial derivatives of theoretical autocovariance function of ARMA process

Description

Function dacv_arma computes the partial derivatives of theoretical autocovariance function of ARMA process

Usage

dacv_arma(phi, theta, n)

Arguments

phi

vector containing the AR parameters

theta

vector containing the MA parameters

n

length of the time series

Value

matrix containing the partial derivatives autocovariances, each column corresponding to one parameter of vector (phi,theta) (in that order)

See Also

acv_arma.