artrans.wge

Given a time series in the vector x, and AR coefs phi1 and phi2, for example, artrans.wge computes y(t)=x(t)-phi1X(t-1)-phi2x(t-2), for t=3, ..., n

 Difference 

 transformation 

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

artrans.wge function

<dl> <dt>x</dt>
<dd>Vector containing original realization</dd> <dt>phi.tr</dt>
<dd>Coefficients of the transformation</dd> <dt>lag.max</dt>
<dd>Max lag (k) for sample autocorrelations</dd> <dt>plottr</dt>
<dd>If plottr=TRUE then plots of the data, transformed data, and sample autocorelations of original and transformed data</dd></dl>

Arguments

Author

Perform Ar transformations — artrans.wge

<dl>

 <dt>x</dt>
<dd>Vector containing original realization</dd>

 <dt>phi.tr</dt>
<dd>Coefficients of the transformation</dd>

 <dt>lag.max</dt>
<dd>Max lag (k) for sample autocorrelations</dd>

 <dt>plottr</dt>
<dd>If plottr=TRUE then plots of the data, transformed data, and sample autocorelations of original and transformed data</dd>

</dl>

artrans.wge: Perform Ar transformations

Description

Usage

Value

Arguments

Author

References

Examples