fit.partsm {partsm} | R Documentation |
This class contains information on the autoregressive or periodic autoregressive parameters estimated by
fit.ar.par
.
type
:"character"
: The type of the fitted model, an autoregressive
model, "AR"
, or a periodic autoregressive model, "PAR"
.p
:"numeric"
: The lag order parameter of the model.lm.ar
:"ANY"
: The summary of a fitted AR model. When an AR type
model is selected, it is of class "lm"
, otherwise the slot is empty.lm.par
:"ANY"
: The summary of a fitted PAR model. When a PAR type
model is selected, it is of class "lm"
, otherwise the slot is empty.ar.coeffs
:"ANY"
: The autoregressive parameters estimates. When a
PAR type model is selected, it is of class "matrix"
, otherwise the slot is empty.par.coeffs
:"ANY"
: The periodic autoregressive parameters
estimates. When a PAR type model is selected, it is of class "matrix"
, otherwise the slot is
empty.
show
:summary
:show
, a summary of the fitted
model is also added.Javier Lopez-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).