pdSafeParOrder {pcts} | R Documentation |
Functions for some basic operations with seasons
Description
Functions for some basic operations with seasons.
Usage
pdSafeParOrder(p)
Arguments
p |
autoregression order, a vector of integers. |
Details
pdSafeParOrder(p)
modifies the periodic AR order specified by vector
p
. The modified order is such that the correspondence between
autocovariances and partial autocorrelations is one-to-one, see
the references for details.
Value
a vector of integers
Author(s)
Georgi N. Boshnakov
References
Lambert-Lacroix S (2000). “On periodic autoregressive process estimation .” IEEE Transactions on Signal Processing, 48( 6 ), pp. 1800-1803.
Lambert-Lacroix S (2005). “ Extension of autocovariance coefficients sequence for periodically correlated processes.” Journal of Time Series Analysis, 26(6), pp. 423-435.
Examples
pdSafeParOrder(c(0,2))
pdSafeParOrder(c(2,3))
[Package pcts version 0.15.7 Index]