PeriodicSPFilter-class

A class for filters following the signal processing sign convention.

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

PeriodicSPFilter-class function

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

Objects from the Class

<dl>
 <dt><code>coef</code>:</dt>
<dd>Object of class <code>"matrix"</code> ~~</dd> <dt><code>order</code>:</dt>
<dd>Object of class <code>"numeric"</code> ~~</dd> 
</dl>

Slots

Class <code>"PeriodicMonicFilterSpec"</code>, directly.
Class <code>"VirtualSPFilter"</code>, directly.
Class <code>"VirtualMonicFilterSpec"</code>, by class "PeriodicMonicFilterSpec", distance 2.
Class <code>"VirtualMonicFilter"</code>, by class "VirtualSPFilter", distance 2.

Extends

<dl>
 <dt>coerce</dt>
<dd><code>signature(from = "matrix", to = "PeriodicSPFilter")</code>: ...</dd> <dt>coerce</dt>
<dd><code>signature(from = "PeriodicBJFilter", to = "PeriodicSPFilter")</code>: ...</dd> <dt>coerce</dt>
<dd><code>signature(from = "PeriodicSPFilter", to = "PeriodicBJFilter")</code>: ...</dd> <dt>filterCoef</dt>
<dd><code>signature(object = "PeriodicSPFilter", convention = "character")</code>: ...</dd> <dt>filterPoly</dt>
<dd><code>signature(object = "PeriodicSPFilter")</code>: ...</dd> <dt>filterPolyCoef</dt>
<dd><code>signature(object = "PeriodicSPFilter")</code>: ...</dd> <dt>show</dt>
<dd><code>signature(object = "PeriodicSPFilter")</code>: ...</dd> 
</dl>

Methods

Author

Class PeriodicSPFilter — PeriodicSPFilter-class

<dl>
 <dt><code>coef</code>:</dt>
<dd>Object of class <code>"matrix"</code> ~~</dd>

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

 
</dl>

<dl>
 <dt>coerce</dt>
<dd><code>signature(from = "matrix", to = "PeriodicSPFilter")</code>: ...</dd>

 <dt>coerce</dt>
<dd><code>signature(from = "PeriodicBJFilter", to = "PeriodicSPFilter")</code>: ...</dd>

 <dt>coerce</dt>
<dd><code>signature(from = "PeriodicSPFilter", to = "PeriodicBJFilter")</code>: ...</dd>

 <dt>filterCoef</dt>
<dd><code>signature(object = "PeriodicSPFilter", convention = "character")</code>: ...</dd>

 <dt>filterPoly</dt>
<dd><code>signature(object = "PeriodicSPFilter")</code>: ...</dd>

 <dt>filterPolyCoef</dt>
<dd><code>signature(object = "PeriodicSPFilter")</code>: ...</dd>

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

 
</dl>

PeriodicSPFilter-class: Class PeriodicSPFilter

Description

Arguments

Objects from the Class

Slots

Extends

Methods

Author

See Also

Examples