PeriodicInterceptSpec-class

classes

Classes and methods for modelling and simulation of
periodically correlated (PC) and periodically integrated time
series. Compute theoretical periodic autocovariances and related
properties of PC autoregressive moving average models. Some original
methods including Boshnakov & Iqelan (2009)
<doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996)
<doi:10.1111/j.1467-9892.1996.tb00281.x>.

Georgi Boshnakov

pcts

Periodically Correlated and Periodically Integrated Time Series

PeriodicInterceptSpec-class function

Objects can be created by calls of the form <code>new("PeriodicInterceptSpec", ...)</code>.

Objects from the Class

<dl>
 <dt><code>center</code>:</dt>
<dd>Object of class <code>"numeric"</code> ~~</dd> <dt><code>intercept</code>:</dt>
<dd>Object of class <code>"numeric"</code> ~~</dd> <dt><code>sigma2</code>:</dt>
<dd>Object of class <code>"numeric"</code> ~~</dd>
 <dt><code>modelCycle</code>:</dt>
<dd>Object of class <code>"BasicCycle"</code> ~~</dd> 
</dl>

Slots

Class <code>"numeric"</code>, from data part.
Class <code>"vector"</code>, by class "numeric", distance 2.
Class <code>"<a href="/link/index?package=pcts&version=0.15.8" data-mini-rdoc="pcts::index">index</a>"</code>, by class "numeric", distance 2.
Class <code>"<a href="/link/replValue?package=pcts&version=0.15.8" data-mini-rdoc="pcts::replValue">replValue</a>"</code>, by class "numeric", distance 2.






Class <code>"numLike"</code>, by class "numeric", distance 2.
Class <code>"<a href="/link/number?package=pcts&version=0.15.8" data-mini-rdoc="pcts::number">number</a>"</code>, by class "numeric", distance 2.
Class <code>"<a href="/link/atomicVector?package=pcts&version=0.15.8" data-mini-rdoc="pcts::atomicVector">atomicVector</a>"</code>, by class "numeric", distance 2.

Extends

<dl>
 <dt>sigmaSq</dt>
<dd><code>signature(object = "PeriodicInterceptSpec")</code>: ...</dd> <dt>allSeasons</dt>
<dd><code>signature(x = "PeriodicInterceptSpec", abb = "ANY")</code>: ...</dd> <dt>initialize</dt>
<dd><code>signature(.Object = "PeriodicInterceptSpec")</code>: ...</dd> <dt>nSeasons</dt>
<dd><code>signature(object = "PeriodicInterceptSpec")</code>: ...</dd> <dt>show</dt>
<dd><code>signature(object = "PeriodicInterceptSpec")</code>:
 ...</dd> 
</dl>

Methods

Class PeriodicInterceptSpec — PeriodicInterceptSpec-class

<dl>
 <dt><code>center</code>:</dt>
<dd>Object of class <code>"numeric"</code> ~~</dd>

 <dt><code>intercept</code>:</dt>
<dd>Object of class <code>"numeric"</code> ~~</dd>

 <dt><code>sigma2</code>:</dt>
<dd>Object of class <code>"numeric"</code> ~~</dd>


 <dt><code>modelCycle</code>:</dt>
<dd>Object of class <code>"BasicCycle"</code> ~~</dd>

 
</dl>

Class <code>"numeric"</code>, from data part.
Class <code>"vector"</code>, by class "numeric", distance 2.
Class <code>"<a href='https://rdrr.io/pkg/Matrix/man/index-class.html'>index</a>"</code>, by class "numeric", distance 2.
Class <code>"<a href='https://rdrr.io/pkg/Matrix/man/replValue-class.html'>replValue</a>"</code>, by class "numeric", distance 2.






Class <code>"numLike"</code>, by class "numeric", distance 2.
Class <code>"<a href='https://rdrr.io/pkg/Matrix/man/number-class.html'>number</a>"</code>, by class "numeric", distance 2.
Class <code>"<a href='https://rdrr.io/pkg/Matrix/man/atomicVector-class.html'>atomicVector</a>"</code>, by class "numeric", distance 2.

<dl>
 <dt>sigmaSq</dt>
<dd><code>signature(object = "PeriodicInterceptSpec")</code>: ...</dd>

 <dt>allSeasons</dt>
<dd><code>signature(x = "PeriodicInterceptSpec", abb = "ANY")</code>: ...</dd>

 <dt>initialize</dt>
<dd><code>signature(.Object = "PeriodicInterceptSpec")</code>: ...</dd>

 <dt>nSeasons</dt>
<dd><code>signature(object = "PeriodicInterceptSpec")</code>: ...</dd>

 <dt>show</dt>
<dd><code>signature(object = "PeriodicInterceptSpec")</code>:
 ...</dd>

 
</dl>

PeriodicInterceptSpec-class: Class PeriodicInterceptSpec

Description

Arguments

Objects from the Class

Slots

Extends

Methods