compute_a.Rd
Given an AR(p,q) realization, this function estimates the white noise estimates using equation 6.23 (from the text book)
compute_a(x, phi, theta, index)
x | time series realization |
---|---|
phi | phi values of the time series |
theta | theta values of the time series |
index | time value till which the white noise estimates are needed |
All white noise estimates till the index