fit.partsm {partsm}

fit.partsm Class

Description

This class contains information on the autoregressive or periodic autoregressive parameters estimated by fit.ar.par.

Slots

type:

Object of class "character": The type of the fitted model, an autoregressive model, "AR", or a periodic autoregressive model, "PAR".

p:

Object of class "numeric": The lag order parameter of the model.

lm.ar:

Object of class "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:

Object of class "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:

Object of class "ANY": The autoregressive parameters estimates. When a PAR type model is selected, it is of class "matrix", otherwise the slot is empty.

par.coeffs:

Object of class "ANY": The periodic autoregressive parameters estimates. When a PAR type model is selected, it is of class "matrix", otherwise the slot is empty.

Methods

show:

This method reports the autoregressive or periodic autoregressive estimates, depending whether the model is an AR model or a PAR model.

summary:

In addition to the information reported by show, a summary of the fitted model is also added.

Author(s)

Javier Lopez-de-Lacalle [e-mail].

References

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

See Also

fit.ar.par.