fit.partsm Class
This class contains information on the autoregressive or periodic autoregressive parameters estimated by fit.ar.par
.
class
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.
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.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
fit.ar.par
.
Javier Lopez-de-Lacalle javlacalle@yahoo.es .