fit.piartsm-class

This class contains information on the periodic autoregressive parameters estimated by
 <code>fit.piar</code>.

classes

fit.piartsm

This package performs basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancement are expected, and the maintainer cannot provide any support.

Matthieu Stigler

partsm

Periodic Autoregressive Time Series Models

fit.piartsm function

<dl class="dl-horizontal">
 <dt><code>p</code>:</dt><dd>Object of class <code>"numeric"</code>: The order of the PIAR model.</dd>
 <dt><code>nls.parameters</code>:</dt><dd>Object of class <code>"matrix"</code>: Estimated coefficicents of the
 non-linear PIAR model.</dd>
 <dt><code>nls.res</code>:</dt><dd>Object of class <code>"numeric"</code>: Residuals of the non-linear PIAR model.</dd>
 <dt><code>par.coeffs</code>:</dt><dd>Object of class <code>"matrix"</code>: Periodic autoregressive parameters
 estimates.</dd>
 <dt><code>pdiff.data</code>:</dt><dd>Object of class <code>"ts"</code>: Periodically differenced data.</dd>
 </dl>

Slots

<dl class="dl-horizontal">
 <dt><code>show</code>:</dt><dd>Reports the periodic autoregressive coefficients estimates.</dd>
 <dt><code>summary</code>:</dt><dd>Like show, the periodically differenced data are also displayed.</dd>
 <dt><code>plot</code>:</dt><dd>Plot the the periodically differenced data, as well as the seasonal paths of the
 transformed data.</dd>
 </dl>

Methods

fit.piartsm Class — fit.piartsm

<dl class='dl-horizontal'>
 <dt><code>p</code>:</dt><dd>Object of class <code>"numeric"</code>: The order of the PIAR model.</dd>
 <dt><code>nls.parameters</code>:</dt><dd>Object of class <code>"matrix"</code>: Estimated coefficicents of the
 non-linear PIAR model.</dd>
 <dt><code>nls.res</code>:</dt><dd>Object of class <code>"numeric"</code>: Residuals of the non-linear PIAR model.</dd>
 <dt><code>par.coeffs</code>:</dt><dd>Object of class <code>"matrix"</code>: Periodic autoregressive parameters
 estimates.</dd>
 <dt><code>pdiff.data</code>:</dt><dd>Object of class <code>"ts"</code>: Periodically differenced data.</dd>
 </dl>

<dl class='dl-horizontal'>
 <dt><code>show</code>:</dt><dd>Reports the periodic autoregressive coefficients estimates.</dd>
 <dt><code>summary</code>:</dt><dd>Like show, the periodically differenced data are also displayed.</dd>
 <dt><code>plot</code>:</dt><dd>Plot the the periodically differenced data, as well as the seasonal paths of the
 transformed data.</dd>
 </dl>

fit.piartsm: fit.piartsm Class

Description

Arguments

Slots

Methods

References

See Also