factor.comp.wge {tswge}

Create a factor table and AR components for an AR realization

Description

This program finds the ML estimates of a specified order, then prints a factor table for the estimated model and prints and plots the additive components

Usage

factor.comp.wge(x, aic = FALSE, p, ncomp)

Arguments

x

Realization

aic

The program calls basic R function phi.burg to calculate burg estimates of an AR fit to the data. Aic is turned off and the user specifies the order

p

Order of AR to fit to data

ncomp

Number of additive components to calculate and plot

Value

ncomp

The number of additive components

x.comp

Matrix (i,j) where i designates the component and j denotes time, i.e. (i,j) denotes the ith component at time j

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Elliott, and Gray

Examples

data(ss08)
    factor.comp.wge(ss08,p=9,ncomp=4)