starmaStateSpace {tscopula} | R Documentation |
State space representation for standardized ARMA model
Description
State space representation for standardized ARMA model
Usage
starmaStateSpace(ar, ma, order)
Arguments
ar |
vector of ar parameters |
ma |
vector of ma parameters |
order |
vector giving order (p,q) |
Value
State space representation of ARMA process.
[Package tscopula version 0.3.9 Index]