| Package | Description |
|---|---|
| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
| Modifier and Type | Class and Description |
|---|---|
class |
VARMAAutoCorrelation
Compute the Auto-Correlation Function (ACF) for a vector AutoRegressive Moving Average (ARMA) model, assuming that
EXt = 0.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.