plotpdiff function

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)

Author(s)

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