TacvfMA(FitAR) | R Documentation |
TacvfMA(theta, lag.max = 20)
theta |
q parameters in MA(q) |
lag.max |
number of lags required. |
The first q+1 values are determined using a matrix multiplication - avoiding a for loop. The remaining values set to zero.
vector of length q+1 containing the autocovariances at lags 0,1,...,maxlag
See Details in TacvfAR
for why we prefer
to use this algorithm instead of ARMAacf
A.I.McLeod
McLeod and Ying (2006)
TacvfMA(c(1.8,,-0.9),10)