AR: Simulation of an AR(p) surrogate for a given time series x
In WaveletComp: Computational Wavelet Analysis
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Description
It simulates an AR(p) surrogate for the time series x analyzed by wavelet transformation using either function
analyze.wavelet or function analyze.coherency. A set of surrogates is used for significance assessment
to test the hypothesis of equal periodic components.
Simulation is subject to coefficient estimates referring to the given AR order.
Usage
1
Arguments
x
the given time series
params
a list containing an assignment of (the only) parameter value to AR. Default: NULL.
Default includes:
AR = list(...), a list containing one single element:
p : AR order.
Default: 1.
Details
Basics of model estimation and simulation are provided by application of the R functions pcf and arima.sim.
Value
A surrogate series for x is returned which has the same length and properties according to estimates resulting from the given AR order.
Author(s)
Angi Roesch and Harald Schmidbauer
See Also
analyze.wavelet, analyze.coherency, SurrogateData, ARIMA, FourierRand
WaveletComp documentation built on May 2, 2019, 6:33 a.m.
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Description Usage Arguments Details Value Author(s) See Also
Description
It simulates an AR(p) surrogate for the time series x analyzed by wavelet transformation using either function
analyze.wavelet or function analyze.coherency. A set of surrogates is used for significance assessment
to test the hypothesis of equal periodic components.
Simulation is subject to coefficient estimates referring to the given AR order.
Usage
1 |
Arguments
x |
the given time series |
params |
a list containing an assignment of (the only) parameter value to AR. Default: Default includes:
|
Details
Basics of model estimation and simulation are provided by application of the R functions pcf and arima.sim.
Value
A surrogate series for x is returned which has the same length and properties according to estimates resulting from the given AR order.
Author(s)
Angi Roesch and Harald Schmidbauer
See Also
analyze.wavelet, analyze.coherency, SurrogateData, ARIMA, FourierRand
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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