Nothing
lpm <-
function (x, p, q, n, smean, svar, outer = 0, prob = 0.95, fre = 365,
fractional = F, Plag = 20, lsign = 0.05, n1 = 399, trasfo = F,
des = T, rain = F, graph = F)
{if ((n == 0)) rain = FALSE
lsign = 1 - lsign
if (fractional)
qint = qt((1 - (1 - prob)/2), (length(x) - (p + q + 1) -
1))
else qint = qt((1 - (1 - prob)/2), (length(x) - (p + q) -
1))
if (n > 0)
simul = T
else simul = F
options(warn = -1)
if (trasfo) {
x <- log(x)
}
if (des) {
x1 <- Stagiona(x, x, fre, outer, smean, svar, 0, par)
if (graph) {
dev.new()
plot(x1$M, type = "l", main = "Mean", xlab = "",
ylab = "")
dev.new()
plot(x1$V, type = "l", main = "St. Deviation", xlab = "",
ylab = "")
}
x1 = x1$des
}
else x1 = x
mx = mean(x1)
x1 = x1 - mx
if (fractional == F) {
x2 <- modarma(x1, p, q, Plag, n1, n, simul, graph = graph,
lsign = lsign)
cat("Portmonteau Test :", x2$BIC$Q, x2$BIC$DistrChi,
"\n")
cat("BIC:", x2$BIC$BIC, "\n")
if (p > 0)
cat("Parameters: AR", x2$para$ar, "\n")
cat("MA", x2$para$ma, "\n")
cat(prob * 100, "% Confidence Bounds", "\n")
if (x2$para$ar != 0) {
for (b in 1:length(x2$para$ar)) cat("[", x2$para$ar[b] -
qint * x2$stdev[b], ";", x2$para$ar[b] + qint *
x2$stdev[b], "]", "\n")
if (x2$para$ma != 0)
for (c in 1:length(x2$para$ma)) cat("[", x2$para$ma[c] -
qint * x2$stdev[(length(x2$para$ar) + c)],
";", x2$para$ma[c] + qint * x2$stdev[(length(x2$para$ar) +
c)], "]", "\n")
}
else for (c in 1:length(x2$para$ma)) cat("[", x2$para$ma[c] -
qint * x2$stdev[c], ";", x2$para$ma[c] + qint * x2$stdev[c],
"]", "\n")
npar <- 0
}
if (fractional) {
x2 <- modfarma(x1, p, q, Plag, n, n1, simul, graph = graph,
lsign = lsign)
cat("Portmanteau Test :", x2$BIC$Q, x2$BIC$DistrChi,
"\n")
cat("BIC:", x2$BIC$BIC, "\n")
cat("Parameters: d", x2$parameter$d, "\n")
cat("AR", x2$parameter$AR, "\n")
cat("MA", x2$parameter$MA, "\n")
cat(prob * 100, "% Confidence Bounds", "\n")
cat("[", x2$parameter$d - qint * x2$stdev[1], ";", x2$parameter$d +
qint * x2$stdev[1], "]", "\n")
if ((p + q) > 0) {
if (x2$parameter$AR != 0) {
for (b in 1:length(x2$parameter$AR)) cat("[",
x2$parameter$AR[b] - qint * x2$stdev[(b + 1)],
";", x2$parameter$AR[b] + qint * x2$stdev[(b +
1)], "]", "\n")
if (x2$parameter$MA != 0)
for (c in 1:length(x2$parameter$MA)) cat("[",
x2$parameter$MA[c] - qint * x2$stdev[(length(x2$parameter$AR) +
c + 1)], ";", x2$parameter$MA[c] + qint *
x2$stdev[(length(x2$parameter$AR) + c +
1)], "]", "\n")
}
else {
for (c in 1:length(x2$parameter$MA)) cat("[",
x2$parameter$MA[c] - qint * x2$stdev[(c + 1)],
";", x2$parameter$MA[c] + qint * x2$stdev[(c +
1)], "]", "\n")
}
}
npar <- 0
}
if (simul) {
x2a <- x2$simulazioni
xfin <- list()
for (i in 1:n) {
x2a[[i]] = x2a[[i]] + mx
if (des) {
x3 <- Stagiona(x, x2a[[i]], fre, outer, smean,
svar, 1, npar)
xfin[[i]] <- x3$stag
}
else xfin <- x2a
if (trasfo) {
xfin[[i]] <- exp(xfin[[i]])
}
}
}
if (rain) {
for (j in 1:n) {
cat("\nRain adaptor sim", j, "\n")
xfin[[j]] = rain.adapt(as.matrix(x), xfin[[j]], 1)
}
}
results <- list()
results$res <- x2$residui
results$para <- x2$para
results$stdev <- x2$stdev
results$Bic <- x2$BIC$BIC
if (simul) {
results$simdes = x2a
results$sim <- xfin
}
return(results)
}
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