Rcpp_ARIMA {simts}R Documentation

Hook into R's ARIMA function

Description

Uses R's ARIMA function to obtain CSS values for starting condition

Usage

Rcpp_ARIMA(data, params)

Arguments

data

A vec of data.

params

A vec of the ARMA parameters

Value

A vec containing the CSS of the ARMA parameters.


[Package simts version 0.2.2 Index]