sigmastarma {tscopula}

Standard deviation of innovations for armacopula

Description

Uses the function tacvfARMA in the ltsa library.

Usage

sigmastarma(x)

Arguments

x

an object of class armacopula.

Value

The standard deviation of the standardized ARMA innovation distribution.

Examples

sigmastarma(armacopula(list(ar = c(0.5, 0.4), ma = -0.8)))