sarma_objdesc

Computes the total phi and total theta vector length.

Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.

St<c3><a9>phane Guerrier

Wavelet Variance

Stéphane Guerrier

James Balamuta

Justin Lee

Roberto Molinari

Yuming Zhang

Mucyo Karemera

Nathanael Claussen

Haotian Xu

Lionel Voirol

sarma_objdesc function

<dl><dt>ar</dt>
<dd>A <code>vec</code> containing the non-seasonal phi parameters.</dd>
<dt>ma</dt>
<dd>A <code>vec</code> containing the non-seasonal theta parameters.</dd>
<dt>sar</dt>
<dd>A <code>vec</code> containing the seasonal phi parameters.</dd>
<dt>sma</dt>
<dd>A <code>vec</code> containing the seasonal theta parameters.</dd>
<dt>s</dt>
<dd>An <code>unsigned integer</code> containing the frequency of seasonality.</dd>
<dt>i</dt>
<dd>An <code>unsigned integer</code> containing the number of non-seasonal differences.</dd>
<dt>si</dt>
<dd>An <code>unsigned integer</code> containing the number of seasonal differences.</dd></dl>

Arguments

Create the ts.model obj.desc given split values — sarma_objdesc

<dl>

<dt>ar</dt>
<dd>A <code>vec</code> containing the non-seasonal phi parameters.</dd>


<dt>ma</dt>
<dd>A <code>vec</code> containing the non-seasonal theta parameters.</dd>


<dt>sar</dt>
<dd>A <code>vec</code> containing the seasonal phi parameters.</dd>


<dt>sma</dt>
<dd>A <code>vec</code> containing the seasonal theta parameters.</dd>


<dt>s</dt>
<dd>An <code>unsigned integer</code> containing the frequency of seasonality.</dd>


<dt>i</dt>
<dd>An <code>unsigned integer</code> containing the number of non-seasonal differences.</dd>


<dt>si</dt>
<dd>An <code>unsigned integer</code> containing the number of seasonal differences.</dd>

</dl>

Create the ts.model obj.desc given split values

sarma_objdesc: Create the ts.model obj.desc given split values

Description

Usage

Value

Arguments