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]