arma_adapter

A <code>vec</code> that contains all the parameter estimates.

theta

A <code>int</code> that indicates the number of AR coefficients

A <code>int</code> that indicates the number of MA coefficients.

A <code>vec</code> that lists the scales of the process e.g. 2^(1:J)


Molds the data so that it works with the arma_to_wv function.


internal

Generalized Method of Wavelet Moments (GMWM) is an estimation
technique for the parameters of time series models. It uses the wavelet variance
in a moment matching approach that makes it particularly suitable for the
estimation of certain state-space models. Furthermore, there exists a robust
implementation of GMWM, which allows the robust estimation of some state-space
models and ARIMA models. Lastly, the package provides the ability to quickly
generate time series data, perform different wavelet decompositions, and
visualizations.

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arma_adapter: ARMA Adapter to ARMA to WV Process function

Description

Usage

Arguments

Value