| kpacf_arfima {tscopula} | R Documentation |
KPACF of ARFIMA process
Description
KPACF of ARFIMA process
Usage
kpacf_arfima(k, theta)
Arguments
k |
number of lags. |
theta |
list with components ar, ma and d specifying the ARFIMA parameters |
Value
A vector of Kendall partial autocorrelations of length k.
[Package tscopula version 0.3.9 Index]