PeriodicTimeSeries-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

PeriodicTimeSeries-class function

A virtual Class: No objects may be created from it.
<code>PeriodicTimeSeries</code> is the root class for the periodic time
 series classes in package <code>"pcts"</code>. It can be used in signatures
 for methods that can handle objcets from any of them.

Objects from the Class

<dl>
 <dt><code>cycle</code>:</dt>
<dd>Object of class <code>"BasicCycle"</code>.</dd> <dt><code>pcstart</code>:</dt>
<dd>Object of class <code>"ANY"</code>.</dd> 
</dl>

Slots

Class <code>"Cyclic"</code>, directly.

Extends

<dl>
 <dt>as_date</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd> <dt>as_datetime</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd> <dt>autocorrelations</dt>
<dd><code>signature(x = "PeriodicTimeSeries", maxlag = "ANY", lag_0 = "missing")</code>: ...</dd> <dt>pcTest</dt>
<dd><code>signature(x = "PeriodicTimeSeries", nullmodel = "character")</code>: ...</dd>
 <dt>head</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd> <dt>nTicks</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd> <dt>pcCycle</dt>
<dd><code>signature(x = "PeriodicTimeSeries", type = "character")</code>: ...</dd> <dt>pcCycle</dt>
<dd><code>signature(x = "PeriodicTimeSeries", type =
	"missing")</code>: ...</dd> <dt>tail</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd> 
</dl>

Methods

Class PeriodicTimeSeries — PeriodicTimeSeries-class

<dl>
 <dt><code>cycle</code>:</dt>
<dd>Object of class <code>"BasicCycle"</code>.</dd>

 <dt><code>pcstart</code>:</dt>
<dd>Object of class <code>"ANY"</code>.</dd>

 
</dl>

<dl>
 <dt>as_date</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd>

 <dt>as_datetime</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd>

 <dt>autocorrelations</dt>
<dd><code>signature(x = "PeriodicTimeSeries", maxlag = "ANY", lag_0 = "missing")</code>: ...</dd>

 <dt>pcTest</dt>
<dd><code>signature(x = "PeriodicTimeSeries", nullmodel = "character")</code>: ...</dd>


 <dt>head</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd>

 <dt>nTicks</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd>

 <dt>pcCycle</dt>
<dd><code>signature(x = "PeriodicTimeSeries", type = "character")</code>: ...</dd>

 <dt>pcCycle</dt>
<dd><code>signature(x = "PeriodicTimeSeries", type =
	"missing")</code>: ...</dd>

 <dt>tail</dt>
<dd><code>signature(x = "PeriodicTimeSeries")</code>: ...</dd>

 
</dl>

PeriodicTimeSeries-class: Class PeriodicTimeSeries

Description

Arguments

Objects from the Class

Slots

Extends

Methods

See Also