Graphical Representation of the Periodically Differenced Data
Graphical Representation of the Periodically Differenced Data
On the basis of the estimated parameters in a PIAR model, this function displays the periodically differenced data, as well as two different representations of the seasonal paths for the transformed data.
plotpdiff (x)
Arguments
x: Object of class 'fir.piartsm'.
References
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
See Also
fit.piartsm-class, and fit.piar.
Examples
## Load data and select the deterministic components. data("gergnp") lgergnp <- log(gergnp, base=exp(1)) detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0)## Fit a PIAR(2) model with seasonal intercepts. out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2) plotpdiff(out.piar)