meansq {weakARMA}

Function optim will minimize

Description

Computes the mean square of the time series at the point x, will be minimize with the optim function in our function estimation.

Usage

meansq(x, dim.ar = NULL, dim.ma = NULL, y)

Arguments

x

One point in \rm I\!R^{(p+q)}.

dim.ar

Length of AR vector.

dim.ma

Length of MA vector.

y

Vector of a time series.

Value

ms

Mean square at the point x.