filterPoly-methods

filterPoly,PeriodicBJFilter-method

filterPoly,PeriodicSPFilter-method

methods

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

filterPoly-methods function

<dl><dt><code>signature(object = "PeriodicBJFilter")</code></dt>
<dd></dd>
<dt><code>signature(object = "PeriodicSPFilter")</code></dt>
<dd></dd>
</dl>

Methods

~~ Dummy title ~~ — filterPoly-methods

<dl>

<dt><code>signature(object = "PeriodicBJFilter")</code></dt>
<dd></dd>


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


</dl>

~~ Dummy title ~~

filterPoly-methods: Dummy title

Description

Arguments

Methods