pdSafeParOrder

Functions for some basic operations with seasons.

permodel

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

pdSafeParOrder function

<dl> <dt>p</dt>
<dd>autoregression order, a vector of integers.</dd></dl>

Arguments

Author

Functions for some basic operations with seasons — pdSafeParOrder

<dl>

 <dt>p</dt>
<dd>autoregression order, a vector of integers.</dd>

</dl>

pdSafeParOrder: Functions for some basic operations with seasons

Description

Usage

Value

Arguments

Author

Details

References

Examples