armacopula {tscopula}

Constructor function for ARMA copula process

Description

Constructor function for ARMA copula process

Usage

armacopula(pars = list(ar = 0, ma = 0))

Arguments

pars

list consisting of vector of AR parameters named 'ar' and vector of MA parameters named 'ma'.

Value

An object of class armacopula.

Examples

armacopula(list(ar = 0.5, ma = 0.4))