garma (version 0.9.13)

ggbr_semipara: Extract semiparametric estimates of the Gegenbauer factors.

Description

For a Gegenbauer process, use semi-parametric methods to estimate the Gegenbauer frequency and fractional differencing.

Usage

ggbr_semipara(
  x,
  k = 1,
  alpha = 0.8,
  method = "lpr",
  min_freq = 0,
  max_freq = 0.5
)

Value

An object of class "garma_semipara".

Arguments

x

(num) This should be a numeric vector representing the process to estimate.

k

(int) The number of Gegenbauer frequencies

alpha

(num)

method

(char) One of "gsp" or "lpr" - lpr is the log-periodogram-regression technique, "gsp" is the Gaussian semi-parametric technique. "lpr" is the default. Refer Arteche (1998).

min_freq

(num) The minimum frequency to search through for peaks - default 0.0.

max_freq

(num) The maximum frequency to search through for peaks - default 0.5.

Examples

data(AirPassengers)
ap <- as.numeric(diff(AirPassengers,12))
sp <- ggbr_semipara(ap)
print(sp)