ldrec {tsapp} | R Documentation |
ldrec
does Levinson-Durbin recursion for determing all coefficients a(i,j)
Description
ldrec
does Levinson-Durbin recursion for determing all coefficients a(i,j)
Usage
ldrec(a)
Arguments
a |
(p+1,1)-vector of acf of a time series: acov(0),...,acov(p) or 1,acor(1),..,acor(p) |
Value
mat (p,p+2)-matrix, coefficients in lower triangular, pacf in colum p+2 and Q(p) in colum p+1
Examples
data(HEARTBEAT)
a <- acf(HEARTBEAT,5,plot=FALSE)
mat <- ldrec(a$acf)
[Package tsapp version 1.0.4 Index]