factor.comp.wge

This program finds the ML estimates of a specified order, then prints a factor table for the estimated model and prints and plots the additive components

 Autoregressive 

 Additive components 

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

factor.comp.wge function

<dl> <dt>x</dt>
<dd>Realization</dd> <dt>aic</dt>
<dd>The program calls basic R function phi.burg to calculate burg estimates of an AR fit to the data. Aic is turned off and the user specifies the order</dd> <dt>p</dt>
<dd>Order of AR to fit to data</dd> <dt>ncomp</dt>
<dd>Number of additive components to calculate and plot</dd></dl>

Arguments

Author

Create a factor table and AR components for an AR realization — factor.comp.wge

<dl>

 <dt>x</dt>
<dd>Realization</dd>

 <dt>aic</dt>
<dd>The program calls basic R function phi.burg to calculate burg estimates of an AR fit to the data. Aic is turned off and the user specifies the order</dd>

 <dt>p</dt>
<dd>Order of AR to fit to data</dd>

 <dt>ncomp</dt>
<dd>Number of additive components to calculate and plot</dd>

</dl>

factor.comp.wge: Create a factor table and AR components for an AR realization

Description

Usage

Value

Arguments

Author

References

Examples