| kpacf_sarma4 {tscopula} | R Documentation |
KPACF of quarterly seasonal ARMA process
Description
KPACF of quarterly seasonal ARMA process
Usage
kpacf_sarma4(k, theta)
Arguments
k |
number of lags. |
theta |
list with components ar, ma, sar and sma specifying the ARMA and seasonal ARMA parameters. |
Value
A vector of Kendall partial autocorrelations of length k.
[Package tscopula version 0.3.9 Index]