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CoSMoS (version 2.2.0)

seasonalAR: Seasonal AR model

Description

Generates a seasonal Gaussian AR process over a vector of dates, one season at a time, using precomputed ACS-derived AR coefficients.

Usage

seasonalAR(x, ACS, season = "month")

Value

a data.table with columns date, gauss

(Gaussian process values), and season (season index)

Arguments

x

POSIXct vector of dates for which to generate the process

ACS

named list of ACS vectors (one per season, starting at lag 0)

season

character; name of a date-component function (default "month")

See Also

simulateTS, analyzeTS