permodelmf

Compute the multi-companion form of a per model.

 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

permodelmf function

<dl> <dt>permodel</dt>
<dd>a model.</dd> <dt>update</dt>
<dd>If TRUE store the multi-companion form in
 <code>permodel</code> and return the whole model, otherwise simply return
 the multi-companion form.</dd></dl>

Arguments

Author

Compute the multi-companion form of a per model — permodelmf

<dl>

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

 <dt>update</dt>
<dd>If TRUE store the multi-companion form in
 <code>permodel</code> and return the whole model, otherwise simply return
 the multi-companion form.</dd>

</dl>

permodelmf: Compute the multi-companion form of a per model

Description

Usage

Value

Arguments

Author

Details

References