fit.piartsm {partsm} | R Documentation |
This class contains information on the periodic autoregressive parameters estimated by
fit.piar
.
p
:"numeric"
: The order of the PIAR model.nls.parameters
:"matrix"
: Estimated coefficicents of the
non-linear PIAR model.nls.res
:"numeric"
: Residuals of the non-linear PIAR model.par.coeffs
:"matrix"
: Periodic autoregressive parameters
estimates.pdiff.data
:"ts"
: Periodically differenced data.
show
:summary
:plot
:Javier Lopez-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).