| % File src/library/stats/man/acf2AR.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{acf2AR} |
| \alias{acf2AR} |
| \title{Compute an AR Process Exactly Fitting an ACF} |
| \description{ |
| Compute an AR process exactly fitting an autocorrelation function. |
| } |
| \usage{ |
| acf2AR(acf) |
| } |
| \arguments{ |
| \item{acf}{An autocorrelation or autocovariance sequence.} |
| } |
| \value{ |
| A matrix, with one row for the computed AR(p) coefficients for |
| \code{1 <= p <= length(acf)}. |
| } |
| \seealso{ |
| \code{\link{ARMAacf}}, \code{\link{ar.yw}} which does this from an |
| empirical ACF. |
| } |
| \examples{ |
| (Acf <- ARMAacf(c(0.6, 0.3, -0.2))) |
| acf2AR(Acf) |
| } |
| \keyword{ts} |