TacvfMA(FitAR)R Documentation

Theoretical Autocovariances for Moving Average Process

Description

Usage

TacvfMA(theta, lag.max = 20)

Arguments

theta q parameters in MA(q)
lag.max number of lags required.

Details

The first q+1 values are determined using a matrix multiplication - avoiding a for loop. The remaining values set to zero.

Value

vector of length q+1 containing the autocovariances at lags 0,1,...,maxlag

Note

See Details in TacvfAR for why we prefer to use this algorithm instead of ARMAacf

Author(s)

A.I.McLeod

References

McLeod and Ying (2006)

See Also

ARMAacf, TacvfAR

Examples

TacvfMA(c(1.8,,-0.9),10)

[Package FitAR version 1.0 Index]