This is my code. I am using acf.mrw from the mrw(multiplicative random walk) package:
library(mrw)
require(graphics)
R = 149.49;
lambda = 0.334;
n = 60
h = 0:n
ACF <-acf.mrw( q=1 , h ,lambda ,R ,type="cov", sigma=0.9) # "covariance"
plot(h,ACF,type="l")
x <- acf2AR(ACF)
plot(1:length(x),x,type="l")
The acf2AR() function returns a matrix but I dont know how to proceed from there. Any suggestions?
I would really appreciate any kind of thought on this subject!
Thanks
library(mrw)
require(graphics)
R = 149.49;
lambda = 0.334;
n = 60
h = 0:n
ACF <-acf.mrw( q=1 , h ,lambda ,R ,type="cov", sigma=0.9) # "covariance"
plot(h,ACF,type="l")
x <- acf2AR(ACF)
plot(1:length(x),x,type="l")
The acf2AR() function returns a matrix but I dont know how to proceed from there. Any suggestions?
I would really appreciate any kind of thought on this subject!
Thanks