partialAutocovariances

partialAutocovariances-methods

partialAutocovariances,VirtualPeriodicAutocovariances-method

Compute periodic partial autocovariances.

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

partialAutocovariances-methods function

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

Methods

Compute periodic partial autocovariances — partialAutocovariances-methods

<dl>

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


</dl>

partialAutocovariances-methods: Compute periodic partial autocovariances

Description

Arguments

Methods

See Also