variance_eta {MSinference}R Documentation

Computes variance of AR(p) innovation terms eta.

Description

Computes variance of AR(p) innovation terms eta.

Usage

variance_eta(data, coefs, p)

Arguments

data

Time series.

coefs

Estimated coefficients.

p

AR order of the time series.

Value

Variance of the innovation term


[Package MSinference version 0.2.1 Index]