| pacf2acf {tscopula} | R Documentation |
Compute autocorrelations from partial autocorrelations
Description
Compute autocorrelations from partial autocorrelations
Usage
pacf2acf(alpha)
Arguments
alpha |
vector of partial autocorrelation values. |
Value
A vector of autocorrelation values with same length as alpha.
Examples
alpha <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50, pacf = TRUE)
rho <- pacf2acf(alpha)
[Package tscopula version 0.3.9 Index]