expand_ar {tscopula} | R Documentation |
Expand AR coefficients to include SAR coefficients of SARMA model
Description
Expand AR coefficients to include SAR coefficients of SARMA model
Usage
expand_ar(ar, sar, period)
Arguments
ar |
vector of AR coefficients |
sar |
vector of SAR coefficients |
period |
period of SARMA model |
Value
vector of AR coefficients in equivalent ARMA model
[Package tscopula version 0.3.9 Index]