acf_sum {simts} | R Documentation |
Helper Function for ARMA to WV Approximation
Description
Indicates where the minimum ARMAacf value is and returns that as an index.
Usage
acf_sum(ar, ma, last_tau, alpha = 0.99)
Arguments
ar |
A |
ma |
A |
last_tau |
An |
alpha |
A |
Value
A vec
containing the wavelet variance of the ARMA process.
[Package simts version 0.2.2 Index]