PeriodicArModel-class {pcts}

Class PeriodicArModel

Description

Class PeriodicArModel.

Objects from the Class

Objects can be created by calls of the form new("PeriodicArModel", ar, ma, sigma2, ...).

Slots

sigma2:

Object of class "numeric" ~~

ar:

Object of class "PeriodicArFilter" ~~

ma:

Object of class "PeriodicMaFilter" ~~

center:

Object of class "numeric" ~~

intercept:

Object of class "numeric" ~~

modelCycle:

Object of class "BasicCycle" ~~

Extends

Class "PeriodicArmaModel", directly. Class "VirtualPeriodicArmaModel", by class "PeriodicArmaModel", distance 2. Class "PeriodicArmaSpec", by class "PeriodicArmaModel", distance 2. Class "VirtualPeriodicFilterModel", by class "PeriodicArmaModel", distance 3. Class "VirtualPeriodicStationaryModel", by class "PeriodicArmaModel", distance 3. Class "PeriodicArmaFilter", by class "PeriodicArmaModel", distance 3. Class "VirtualPeriodicAutocovarianceModel", by class "PeriodicArmaModel", distance 4. Class "VirtualPeriodicMeanModel", by class "PeriodicArmaModel", distance 4.

Methods

autocovariances

signature(x = "PeriodicArModel", maxlag = "ANY"): ...

coerce

signature(from = "PeriodicArmaModel", to = "PeriodicArModel"): ...

fitPM

signature(model = "PeriodicArModel", x = "ANY"): ...

fitPM

signature(model = "PeriodicArModel", x = "PeriodicMTS"): ...

fitPM

signature(model = "PeriodicArModel", x = "PeriodicTS"): ...

partialCoefficients

signature(x = "PeriodicArModel"): ...

show

signature(object = "PeriodicArModel"): ...