| 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
\(EX_{t} = 0\).
|
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