R help - Jun 2009 - Correlation structure in AR(2) and ARMA(p,q)

Hi,

Let theta be the coefficient in AR(1) model, the components of the correlation
structure is equal to 1 for times s = t, and theta^|t-s| for t > s.

Could someone do me a favour to give some ideas on the correlation structure in
AR(2) model and correlation structure of ARMA(p,q), as well?

Thank you

Fir


      
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