fit.partsm-class function

fit.partsm Class

fit.partsm Class

This class contains information on the autoregressive or periodic autoregressive parameters estimated by fit.ar.par. class

Slots

  • type:: Object of class "character": The type of the fitted model, an autoregressive model, "AR", or a periodic autoregressive model, "PAR".

  • p:: Object of class "numeric": The lag order parameter of the model.

  • lm.ar:: Object of class "ANY": The summary of a fitted AR model. When an AR type model is selected, it is of class "lm", otherwise the slot is empty.

  • lm.par:: Object of class "ANY": The summary of a fitted PAR model. When a PAR type model is selected, it is of class "lm", otherwise the slot is empty.

  • ar.coeffs:: Object of class "ANY": The autoregressive parameters estimates. When a PAR type model is selected, it is of class "matrix", otherwise the slot is empty.

  • par.coeffs:: Object of class "ANY": The periodic autoregressive parameters estimates. When a PAR type model is selected, it is of class "matrix", otherwise the slot is empty.

Methods

  • show:: This method reports the autoregressive or periodic autoregressive estimates, depending whether the model is an AR model or a PAR model.

  • summary:: In addition to the information reported by show, a summary of the fitted model is also added.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

fit.ar.par.

Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es .