ar2Pacf {sarima}R Documentation

Convert AR parameters to parcor

Description

Convert AR parameters to parcor.

Usage

ar2Pacf(phi)

Arguments

phi

numeric, the AR parameters. numeric(0) stands for AR(0).

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]