partialAutocorrelations

partialAutocorrelations-methods

partialAutocorrelations,PeriodicAutocovariances,ANY,missing-method

partialAutocorrelations,VirtualPeriodicAutocovariances,ANY,ANY-method

Methods for computation of periodic partial autocorrelations.

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

partialAutocorrelations-methods function

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

Methods

Compute periodic partial autocorrelations — partialAutocorrelations-methods

<dl>

<dt><code>signature(x = "PeriodicAutocovariances", maxlag = "ANY", lag_0 = "missing")</code></dt>
<dd></dd>


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


</dl>

partialAutocorrelations-methods: Compute periodic partial autocorrelations

Description

Arguments

Methods

See Also