VirtualPeriodicAutocovariances-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

VirtualPeriodicAutocovariances-class function

A virtual Class: No objects may be created from it.

Objects from the Class

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

Extends

<dl>
 <dt>autocorrelations</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances", maxlag = "ANY", lag_0 = "missing")</code>: ...</dd> <dt>autocovariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances", maxlag = "ANY")</code>: ...</dd> <dt>backwardPartialCoefficients</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd> <dt>backwardPartialVariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd> <dt>partialAutocorrelations</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances", maxlag = "ANY", lag_0 = "ANY")</code>: ...</dd> <dt>partialAutocovariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd> <dt>partialCoefficients</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd> <dt>partialVariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd> <dt>pc.bU</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd> <dt>pc.fL</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd> <dt>pc.phis2</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>	 
</dl>

Methods

~~ Dummy title ~~ — VirtualPeriodicAutocovariances-class

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

 <dt>autocovariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances", maxlag = "ANY")</code>: ...</dd>

 <dt>backwardPartialCoefficients</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

 <dt>backwardPartialVariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

 <dt>partialAutocorrelations</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances", maxlag = "ANY", lag_0 = "ANY")</code>: ...</dd>

 <dt>partialAutocovariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

 <dt>partialCoefficients</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

 <dt>partialVariances</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

 <dt>pc.bU</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

 <dt>pc.fL</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

 <dt>pc.phis2</dt>
<dd><code>signature(x = "VirtualPeriodicAutocovariances")</code>: ...</dd>

	 
</dl>

VirtualPeriodicAutocovariances-class: Dummy title

Description

Arguments

Objects from the Class

Extends

Methods