Parameters: |
- r (int) – In the context of the ARMA model r is max(p,q+1) where p is the
AR order and q is the MA order.
- k (int) – The number of exogenous variables in the ARMA model, including
the constant if appropriate.
- q (int) – The MA order in an ARMA model.
- p (int) – The AR order in an ARMA model.
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