![]() Symmetric autoregressive model homogeneous variance form. ![]() Functions asr_ar1v:Īutoregressive model of order 1 homogeneous variance form.Īutoregressive model of order 1 heterogeneous variance form.Īutoregressive model of order 2 homogeneous variance form.Īutoregressive model of order 2 heterogeneous variance form.Īutoregressive model of order 3 homogeneous variance form.Īutoregressive model of order 3 heterogeneous variance form. The class of time series type models includes autoregressive models of order 1, 2 and 3 ( ar1, ar2 and ar3), symmetric autoregressive (sar), constrained autoregressive order 3 (sar2), moving average models of order 1 and 2 ( ma1, ma2) and the autoregressive-moving average model ( arma). ![]() Usage ar1(obj, init=NA)Ī vector of initial values (correlation parameters followed by variance parameters) with an optional names attribute from the set specifying the boundary constraint as positive, unconstrained or fixed, respectively. TimeSeries: Time series type correlation and variance models. ![]()
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