backwardPartialVariances-methods

backwardPartialVariances,VirtualPeriodicAutocovariances-method

Compute periodic backward partial variances.

methods

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

backwardPartialVariances-methods function

<dl><dt><code>signature(x = "VirtualPeriodicAutocovariances")</code></dt>
<dd></dd>
</dl>

Methods

Compute periodic backward partial variances — backwardPartialVariances-methods

<dl>

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


</dl>

backwardPartialVariances-methods: Compute periodic backward partial variances

Description

Arguments

Methods