ArDec (version 2.1-1)

ardec.periodic: Extraction of individual periodic components from a monthly time series

Description

Function ardec.periodic extracts a periodic component from the autoregressive decomposition of a monthly time series.

Usage

ardec.periodic(x, per, tol = 0.95)

Arguments

x

time series

per

period of the component to be extracted

tol

tolerance for the period of the component

Value

A list with components:

period

period for the anual component

modulus

damping factor for the annual component

component

extracted component

% \item{compSim}{ matrix containing the simulated components as columns (for ardec.periodic.bayes) }

Examples

# NOT RUN {
<!-- % # warning: running the next command can be time comsuming! -->
# }
# NOT RUN {
data(tempEng)
ardec.periodic(tempEng,per=12)
# }
# NOT RUN {
<!-- % ardec.periodic.bayes(tempEng,per=12,R=2) -->
# }
# NOT RUN {
# }