fit.piartsm {partsm}

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 coefficients 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 [e-mail].

References

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

See Also

fit.piar.