get_all_a_calc.Rd
Given an AR(p,q) realization, this function estimates the white noise estimates using equation 6.23 (from the text book), the variance and the standard deviation of the white noise
get_all_a_calc(x, phi, theta)
x | time series realization |
---|---|
phi | phi values of the time series |
theta | theta values of the time series |
All white noise estimates, variance and standard deviation of these estimates