Description Usage Arguments Details Value Author(s) References Examples

Procedure `parma_ident`

utilizes a collection of procedures
(functions) that together provide
identification of PC structure in the series and saves results in the `'ident.txt'`

file, which is
located in the working directory.
This procedure could be applied to the original time series `x`

or to the residuals of fitted PARMA models
to characterize the goodness of fit.

1 | ```
parma_ident(x, T, missval, datastr, ...)
``` |

`x` |
input time series. |

`T` |
period of PC-T structure. |

`missval` |
notation for missing values. |

`datastr` |
string name of data for printing. |

`...` |
other arguments: |

Procedure `parma_ident`

provides a universal method for analyzing series
or residuals. It calls following procedures:
`permest`

, `persigest`

, `peracf`

, `Bcoeff`

, `Bcoeffa`

, `perpacf`

,
`ppfcoeffab`

, `ppfplot`

, `acfpacf`

.

procedure returns list of values:

`pmean` |
periodic mean values, |

`xd` |
series after removing periodic mean, |

`pstd` |
periodic standard deviations values, |

`xn` |
series obtained after removing periodic mean and divided by periodic standard deviations, |

as well as a text file `'ident.txt'`

containing all the textual output generated
in the running of `parma_ident`

.

Harry Hurd

Hurd, H. L., Miamee, A. G., (2007), Periodically Correlated Random Sequences: Spectral Theory and Practice, Wiley InterScience.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 | ```
############### PC-T series simulation
T=12
nlen=480
descriptor='PARMA(2,1) periodic phis all del =1'
p=2
a=matrix(0,T,p)
q=1
b=matrix(0,T,q)
a[1,1]=.8
a[2,1]=.3
a[1,2]=-.9
phia<-ab2phth(a)
phi0=phia$phi
phi0=as.matrix(phi0)
b[1,1]=-.7
b[2,1]=-.6
thetab<-ab2phth(b)
theta0=thetab$phi
theta0=as.matrix(theta0)
del0=matrix(1,T,1)
makeparma_out<-makeparma(nlen,phi0,theta0,del0)
y=makeparma_out$y
############### parma_ident use
parma_ident(t(y),T,NaN,descriptor,outdir='PARMA21del1_ident')
``` |

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