fit.piartsm {partsm}R Documentation

fit.piartsm Class

Description

This class contains information on the periodic autoregressive parameters estimated by fit.piar.

Slots

p:
Object of class "numeric": The order of the PIAR model.
nls.parameters:
Object of class "matrix": Estimated coefficicents of the non-linear PIAR model.
nls.res:
Object of class "numeric": Residuals of the non-linear PIAR model.
par.coeffs:
Object of class "matrix": Periodic autoregressive parameters estimates.
pdiff.data:
Object of class "ts": Periodically differenced data.

Methods

show:
Reports the periodic autoregressive coefficients estimates.
summary:
Like show, the periodically differenced data are also displayed.
plot:
Plot the the periodically differenced data, as well as the seasonal paths of the transformed data.

Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

fit.piar.


[Package partsm version 1.0-2 Index]