ar2Pacf {sarima} | R Documentation |
Convert AR parameters to parcor
Description
Convert AR parameters to parcor.
Usage
ar2Pacf(phi)
Arguments
phi |
numeric, the AR parameters. |
Details
This is internal for now, could be exported under a better name.
Value
numeric, the parcor coefficients
(but if length(phi) <= 1
, phi is returned as is)
[Package sarima version 0.9.3 Index]