garma_ggtsdisplay function

ggtsdisplay of underlying ARMA process.

For a Gegenbauer process, use semi-parametric methods to obtain short memory version of the process, then run a ggtsdisplay().

garma_ggtsdisplay(x, k = 1, ...)

Arguments

• x: (num) This should be a numeric vector representing the process to estimate.
• k: (int) The number of Gegenbauer factors
• ...: additional parameters to pass to ggtsdisplay

Returns

A ggplot object.

Details

The purpose of this function is to ease the process of identifying the underlying short memory process.

Examples

data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
garma_ggtsdisplay(ap)