vector with the specification of the ARMA model: the two integer components (p, q) are the AR order and the MA order.
ar.order, ma.order
AR and MA polimonial order, respectively.
sd.order
polinomial order noise scale factor.
d.order
d polinomial order, where d is the ARFIMA parameter.
include.d
logical argument for ARFIMA models. If include.d=FALSE then the model is an ARMA process.
N
value corresponding to the length of the window to compute periodogram. If N=NULL then the function will use N = \textmd{trunc}(n^{0.8}), see Dahlhaus (1998) where n is the length of the y vector.
S
value corresponding to the lag with which will go taking the blocks or windows.
include.taper
logical argument that by default is TRUE. See periodogram.
theta.par
vector with the known parameters of the model.
Details
This function computes LS.whittle.loglik with x as x = c(theta.par, x).