ar_coef {MSinference} | R Documentation |
Computes estimator of the AR(p) coefficients by the procedure from Khismatullina and Vogt (2020).
Description
Computes estimator of the AR(p) coefficients by the procedure from Khismatullina and Vogt (2020).
Usage
ar_coef(data, l1, l2, correct, p)
Arguments
data |
Time series. |
l1 , l2 |
Tuning parameters. |
correct |
Vector of the corrections, either zero or calculated by
the function |
p |
AR order of the time series. |
Value
. Vector of length p of estimated AR coefficients.
[Package MSinference version 0.2.1 Index]