PAR.MVrepr {partsm} | R Documentation |
Multivariate representation of a PAR model
Description
The function PAR.MVrepr
applied on the out.par
object of class fit.partsm
, shows
the multivariate representation as well as some complementary information of a PAR process.
Usage
PAR.MVrepr(object)
Arguments
object |
An object of class |
Details
For more information, see the vignette, section 2.
Value
A list with different objects
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).
Examples
## Models for the the logarithms of the Real GNP in Germany.
data("gergnp")
lgergnp <- log(gergnp, base=exp(1))
## Fit an PAR model
detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0)
out.par <- fit.ar.par(wts=lgergnp, type="PAR", detcomp=detcomp, p=2)
## Show the matrix representation:
out.MV <- PAR.MVrepr(out.par)
out.MV
[Package partsm version 1.1-3 Index]