ll_inner {LongMemoryTS} | R Documentation |
calculate residuals
Description
calculate residuals
Usage
ll_inner(data, pre_sample, T, d_vec, phi, THETA, q, approx)
Arguments
data |
data matrix with T observations of q-dimensional process. |
q |
dimension of the process. |
approx |
order of the AR-approximation that is supposed to be used. Default is |
[Package LongMemoryTS version 0.1.0 Index]