sarma_calculate_spadding

An <code>unsigned int</code> containing the number of non-seasonal phi parameters.

An <code>unsigned int</code> containing the number of non-seasonal theta parameters.

An <code>unsigned int</code> containing the number of seasonal phi parameters.

An <code>unsigned int</code> containing the number of seasonal theta parameters.

Computes the total phi and total theta vector length.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

Roberto Molinari

sarma_calculate_spadding: Calculates Length of Seasonal Padding

Description

Usage

Arguments

Value