lsqr {TSSS} | R Documentation |
The Least Squares Method via Householder Transformation
Description
Compute regression coefficients of the model with minimum AIC by the least squares method via Householder transformation.
Usage
lsqr(y, lag = NULL, period = 365, plot = TRUE, ...)
Arguments
y |
a univariate time series. |
lag |
number of sine and cosine components. Default is |
period |
period of one cycle. |
plot |
logical. If |
... |
graphical arguments passed to |
Value
An object of class "lsqr"
, which is a list with the following
components:
aic |
AIC's of the model with order |
sigma2 |
residual variance of the model with order |
maice.order |
order of minimum AIC. |
regress |
regression coefficients of the model. |
tripoly |
trigonometric polynomial. |
References
Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.
Examples
# The daily maximum temperatures in Tokyo
data(Temperature)
lsqr(Temperature, lag = 10)