ARcov_lit {TSdisaggregation} | R Documentation |
Function to generate an ARIMA(1,1,0) variance-covariance matrix for the Litterman method with parameter rho s.t. |rho| < 1.
Description
Function to generate an ARIMA(1,1,0) variance-covariance matrix for the Litterman method with parameter rho s.t. |rho| < 1.
Usage
ARcov_lit(rho, n)
[Package TSdisaggregation version 2.0.0 Index]