CODEWITHSUNDEEP
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Steve Koz
Steve Koz

Reputation: 1

Computing Theoretical ACF of ARIMA

I did a simulation using arima.sim for a (1,1,1) process with ar parameter 0.8 and ma parameter 0.3. I have the results and I want to compare to the theoretical correlation values for this process. I'm not sure how to handle the differencing (d=1), because usually I use ARMAacf for computing such values, but that only has the (p,q) inputs.

Upvotes: 0

Views: 556

Answers (1)

user2317915
user2317915

Reputation: 33

Then just use acf() for autocorrelation or pacf() for partial autocorrelation.

Upvotes: 1

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