gradient {weakARMA} | R Documentation |
Computation the gradient of the residuals of an ARMA model
Description
Computes the gradient of the residuals of an ARMA model.
Usage
gradient(ar = NULL, ma = NULL, y)
Arguments
ar |
Vector of |
ma |
Vector of |
y |
Univariate time series. |
Value
A list containing:
der.eps
Matrix of the gradient.
esp
Vector of residuals.
Examples
est<-estimation(p = 1, q = 1, y = CAC40return.sq)
gradient(ar = est$ar, ma = est$ma, y = CAC40return.sq)
[Package weakARMA version 1.0.3 Index]