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