sarma_expand_unguided

(Internal) Expand the SARMA Parameters

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 

sarma_expand_unguided function

<dl><dt>params</dt>
<dd>A <code>vec</code> containing the theta values of the parameters.</dd>
<dt>np</dt>
<dd>An <code>unsigned int</code> containing the number of non-seasonal phi parameters.</dd>
<dt>nq</dt>
<dd>An <code>unsigned int</code> containing the number of non-seasonal theta parameters.</dd>
<dt>nsp</dt>
<dd>An <code>unsigned int</code> containing the number of seasonal phi parameters.</dd>
<dt>nsq</dt>
<dd>An <code>unsigned int</code> containing the number of seasonal theta parameters.</dd>
<dt>p</dt>
<dd>An <code>unsigned int</code> that is the total size of the phi vector.</dd>
<dt>q</dt>
<dd>An <code>unsigned int</code> that is the total size of the theta vector.</dd></dl>

Arguments

(Internal) Expand the SARMA Parameters — sarma_expand_unguided

<dl>

<dt>params</dt>
<dd>A <code>vec</code> containing the theta values of the parameters.</dd>


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


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


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


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


<dt>p</dt>
<dd>An <code>unsigned int</code> that is the total size of the phi vector.</dd>


<dt>q</dt>
<dd>An <code>unsigned int</code> that is the total size of the theta vector.</dd>

</dl>

(Internal) Expand the SARMA Parameters

sarma_expand_unguided: (Internal) Expand the SARMA Parameters

Description

Usage

Value

Arguments