VirtualPeriodicArmaModel-class

classes

internal

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

VirtualPeriodicArmaModel-class function

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

Objects from the Class

Class <code>"VirtualPeriodicFilterModel"</code>, directly.
Class <code>"VirtualPeriodicStationaryModel"</code>, directly.
Class <code>"VirtualPeriodicAutocovarianceModel"</code>, by class "VirtualPeriodicStationaryModel", distance 2.
Class <code>"VirtualPeriodicMeanModel"</code>, by class "VirtualPeriodicStationaryModel", distance 2.

Extends

<dl>
 <dt>PeriodicArModel</dt>
<dd><code>signature(object = "VirtualPeriodicArmaModel")</code>: ...</dd></dl>

Methods

Class VirtualPeriodicArmaModel — VirtualPeriodicArmaModel-class

<dl>
 <dt>PeriodicArModel</dt>
<dd><code>signature(object = "VirtualPeriodicArmaModel")</code>: ...</dd>

</dl>

VirtualPeriodicArmaModel-class: Class VirtualPeriodicArmaModel

Description

Arguments

Objects from the Class

Extends

Methods