sigmaSq-methods

sigmaSq,PeriodicIntegratedArmaSpec-method

sigmaSq,PeriodicInterceptSpec-method

Methods for <code>sigmaSq</code> in package pcts.

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

sigmaSq-methods function

<dl>
 <dt><code>signature(object = "PeriodicIntegratedArmaSpec")</code></dt>
<dd></dd>
 <dt><code>signature(object = "PeriodicInterceptSpec")</code></dt>
<dd></dd> 
</dl>

Methods

Methods for sigmaSq in package pcts — sigmaSq-methods

<dl>
 <dt><code>signature(object = "PeriodicIntegratedArmaSpec")</code></dt>
<dd></dd>


 <dt><code>signature(object = "PeriodicInterceptSpec")</code></dt>
<dd></dd>

 
</dl>

sigmaSq-methods: Methods for `sigmaSq` in package pcts

Description

Arguments

Methods