ArmaModel-class {sarima} | R Documentation |
Classes ArmaModel, ArModel and MaModel in package sarima
Description
Classes ArmaModel, ArModel and MaModel in package sarima.
Objects from the Class
Classes "ArModel"
and "MaModel"
are subclasses of
"ArmaModel"
with the corresponding order always zero.
The recommended way to create objects from these classes is with the
functions ArmaModel
, ArModel
and
MaModel
. Objects can also be created by calls of the
form new("ArmaModel", ..., ar, ma, mean, check)
. See also
coerce-methods
for further ways to create objects from
these classes.
Slots
center
:Object of class
"numeric"
~~intercept
:Object of class
"numeric"
~~sigma2
:Object of class
"numeric"
~~ar
:Object of class
"BJFilter"
~~ma
:Object of class
"SPFilter"
~~
Extends
Class "ArmaSpec"
, directly.
Class "VirtualArmaModel"
, directly.
Class "ArmaFilter"
, by class "ArmaSpec", distance 2.
Class "VirtualFilterModel"
, by class "VirtualArmaModel", distance 2.
Class "VirtualStationaryModel"
, by class "VirtualArmaModel", distance 2.
Class "VirtualArmaFilter"
, by class "ArmaSpec", distance 3.
Class "VirtualAutocovarianceModel"
, by class "VirtualArmaModel", distance 3.
Class "VirtualMeanModel"
, by class "VirtualArmaModel", distance 3.
Class "VirtualMonicFilter"
, by class "ArmaSpec", distance 4.
Methods
- modelOrder
signature(object = "ArmaModel", convention = "ArFilter")
: ...- modelOrder
signature(object = "ArmaModel", convention = "MaFilter")
: ...- modelOrder
signature(object = "ArmaModel", convention = "missing")
: ...- modelOrder
signature(object = "SarimaModel", convention = "ArmaModel")
: ...- sigmaSq
signature(object = "ArmaModel")
: ...
Author(s)
Georgi N. Boshnakov
See Also
ArmaModel
, ArModel
, MaModel
,
coerce-methods
Examples
arma1p1 <- new("ArmaModel", ar = 0.5, ma = 0.9, sigma2 = 1)
autocovariances(arma1p1, maxlag = 10)
autocorrelations(arma1p1, maxlag = 10)
partialAutocorrelations(arma1p1, maxlag = 10)
partialAutocovariances(arma1p1, maxlag = 10)
new("ArmaModel", ar = 0.5, ma = 0.9, intercept = 4)
new("ArmaModel", ar = 0.5, ma = 0.9, center = 1.23)
new("ArModel", ar = 0.5, center = 1.23)
new("MaModel", ma = 0.9, center = 1.23)
# argument 'mean' is an alias for 'center':
new("ArmaModel", ar = 0.5, ma = 0.9, mean = 1.23)
## both center and intercept may be given
## (the mean is not equal to the intercept in this case)
new("ArmaModel", ar = 0.5, ma = 0.9, center = 1.23, intercept = 2)
## Don't use 'mean' together with 'center' and/or 'intercept'.
## new("ArmaModel", ar = 0.5, ma = 0.9, center = 1.23, mean = 4)
## new("ArmaModel", ar = 0.5, ma = 0.9, intercept = 2, mean = 4)
## Both give error message:
## Use argument 'mean' only when 'center' and 'intercept' are missing or zero