order_AR1s

A <code>vec</code> with dimensions N x 1 that contains user-supplied initial values for parameters

theta

A <code>vector<string></string></code> indicating the models that should be considered.

desc

A <code>field<vec></vec></code> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))

objdesc


Changes the order of AR1s in a string by size.


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.

order_AR1s: Order AR1s by size of phi.

Description

Usage

Arguments

Value