fit.piartsm-class function

fit.piartsm Class

fit.piartsm Class

This class contains information on the periodic autoregressive parameters estimated by fit.piar. class

Slots

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

  • nls.parameters:: Object of class "matrix": Estimated coefficients of the non-linear PIAR model.

  • nls.res:: Object of class "numeric": Residuals of the non-linear PIAR model.

  • par.coeffs:: Object of class "matrix": Periodic autoregressive parameters estimates.

  • pdiff.data:: Object of class "ts": Periodically differenced data.

Methods

  • show:: Reports the periodic autoregressive coefficients estimates.

  • summary:: Like show, the periodically differenced data are also displayed.

  • plot:: Plot the the periodically differenced data, as well as the seasonal paths of the transformed data.

References

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

See Also

fit.piar.

Author(s)

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