Dear all,
I need to compute the ACF (autocorrel) of an AR6 process, given the values
of its parameters (w1,w2,w3,w4,w5,w6).
First, I notice that there is an error as soon as the sum of the wi equals 1
:
Error in drop(.Call(La_dgesv, a, as.matrix(b), tol, PACKAGE = base)) :
system is
You do need to specify a stationary ARMA process for it to have an acf:
your example is not valid since
Mod(polyroot(c(1, -w)))
[1] 0.6726057 1.6256859 1.6256859 1.7448484 1.7448484 18.4778223
Have you actually looked at the reference on the help page? It is there
to be help-ful.
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