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vac
2008 Dec 27
1
indexed expression
Hello expeRts,
I need generate symbolize the autocovariances matrix of a Gaussian
ARMA(1,1), for derivate it and evaluate.
I try this codes, but whitout sucess
vacv<-NULL
vacv[1]<-1-2*phi*theta-theta^2
vacv[2]<-(1-phi*theta)*(phi-theta)
vacv[3:n]<-acv[2]*(phi^(1:(n-2)))
facv<-list()
for(i in 1:2)
facv[[i]]<-deriv(y~vacv[i],c("phi","theta"),function(phi,theta){})
Erro en deriv.formula(y ~ vacv[i], c("phi", &qu...