macoef.geg.wge

Calculate coefficients of the general linear process form of a Gegenbauer process based on formula (8), page 6 of Ferrara and Guegan(2001).

 Gegenbauer 

 GLP 

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

macoef.geg.wge function

<dl> <dt>u</dt>
<dd>The value of u in the Gegenbauer model</dd> <dt>lambda</dt>
<dd>The value of lambda in the Gegenbauer model</dd> <dt>trun</dt>
<dd>The truncation point of the infinite GLP form</dd></dl>

Arguments

Author

Calculate coefficients of the general linear process form of a Gegenbauer process — macoef.geg.wge

<dl>

 <dt>u</dt>
<dd>The value of u in the Gegenbauer model</dd>

 <dt>lambda</dt>
<dd>The value of lambda in the Gegenbauer model</dd>

 <dt>trun</dt>
<dd>The truncation point of the infinite GLP form</dd>

</dl>

macoef.geg.wge: Calculate coefficients of the general linear process form of a Gegenbauer process

Description

Usage

Value

Arguments

Author

Details

References

Examples