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