| acf2AR {stats} | R Documentation |
Compute an AR Process Exactly Fitting an ACF
Description
Compute an AR process exactly fitting an autocorrelation function.
Usage
acf2AR(acf)
Arguments
acf |
An autocorrelation or autocovariance sequence. |
Value
A matrix, with one row for the computed AR(p) coefficients for
1 <= p <= length(acf).
See Also
ARMAacf, ar.yw which does this from an
empirical ACF.
Examples
(Acf <- ARMAacf(c(0.6, 0.3, -0.2)))
acf2AR(Acf)
[Package stats version 4.4.1 Index]