calculate_arp_varx.Rd
Computes the Population Variance of an AR(p) Time Series Note that this can also be used for AR(1) models instead of using calculate_ar1_varx although, it will need an extra argument 'pt'
calculate_arp_varx(phi, pt, vara = 1)
phi | phi values of the time series |
---|---|
pt | output of plotts.true.wge |
vara | variance of the noise term |
True Population Variance of the Time Series