pcAr.ss

Compute the sum of squares for a given PAR model.

 pcts 

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

pcAr.ss function

<dl> <dt>x</dt>
<dd>time series, a numeric vector.</dd> <dt>model</dt>
<dd>a model.</dd> <dt>eps</dt>
<dd>residuals, defaults to a vector of zeroes. This may be used
 for models with moving average terms, for example.</dd></dl>

Arguments

Author

Compute the sum of squares for a given PAR model — pcAr.ss

<dl>

 <dt>x</dt>
<dd>time series, a numeric vector.</dd>

 <dt>model</dt>
<dd>a model.</dd>

 <dt>eps</dt>
<dd>residuals, defaults to a vector of zeroes. This may be used
 for models with moving average terms, for example.</dd>

</dl>

pcAr.ss: Compute the sum of squares for a given PAR model

Description

Usage

Value

Arguments

Author

Details