expand_ar {tscopula}R Documentation

Expand AR coefficients to include SAR coefficients of SARMA model

Description

Expand AR coefficients to include SAR coefficients of SARMA model

Usage

expand_ar(ar, sar, period)

Arguments

ar

vector of AR coefficients

sar

vector of SAR coefficients

period

period of SARMA model

Value

vector of AR coefficients in equivalent ARMA model


[Package tscopula version 0.3.9 Index]