acf_sum

Indicates where the minimum ARMAacf value is and returns that as an index.

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

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

acf_sum function

<dl><dt>ar</dt>
<dd>A <code>vec</code> containing the coefficients of the AR process</dd>
<dt>ma</dt>
<dd>A <code>vec</code> containing the coefficients of the MA process</dd>
<dt>last_tau</dt>
<dd>An <code>int</code> the Jth scale of 2^(1:J)</dd>
<dt>alpha</dt>
<dd>A <code>double</code> indicating the cutoff.</dd></dl>

Arguments

Helper Function for ARMA to WV Approximation — acf_sum

<dl>

<dt>ar</dt>
<dd>A <code>vec</code> containing the coefficients of the AR process</dd>


<dt>ma</dt>
<dd>A <code>vec</code> containing the coefficients of the MA process</dd>


<dt>last_tau</dt>
<dd>An <code>int</code> the Jth scale of 2^(1:J)</dd>


<dt>alpha</dt>
<dd>A <code>double</code> indicating the cutoff.</dd>

</dl>

Helper Function for ARMA to WV Approximation

acf_sum: Helper Function for ARMA to WV Approximation

Description

Usage

Value

Arguments