I want to create a general  AR(p) correlation matrix and I'm using the
"corARMA" function to do this. The problem is that whenever the
correlation coefficients at the different lags sum to more than 1, the
function returns an error.
 
Any ideas how I can fix this?
 
Duncan Lee
 
University of Bath
 
Duncan Lee
 
d.p.lee@maths.bath.ac.uk
mapdpl@bath.ac.uk
 

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