Fit Multiplicative AR(1) with Seasonal Process to Data
Description
Fits Multiplicative AR(1) with Seasonal process model to time series.
Usage
1  fit.mar1s(x, xreg = NULL, seasonal.fun = seasonal.smooth, ...)

Arguments
x 
A univariate time series. 
xreg 
A univariate or multivariate time series of external regressors, or

seasonal.fun 
A function which takes a univariate time series as its first argument and returns the estimated seasonal component. 
... 
Additional arguments passed to 
Value
An object of class "mar1s"
with the following components:
logseasonal 
Estimated logseasonal figure (a univariate or multivariate time series object). 
logstoch.ar1 
AR(1) with external regressors model fitted for the logstochastic
component (an object of class 
logresid.sd 
Standard deviation of the residuals. 
decomposed 
An object of class 
See Also
compose.mar1s
for MAR(1)S process formal definition and
composition/decomposition functions, seasonal.ave
,
seasonal.smooth
for seasonal component extraction
functions, sim.mar1s
for MAR(1)S process simulation and
prediction.
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19  data(forest.fire, package = "mar1s")
data(nesterov.index, package = "mar1s")
## Simple
mar1s < fit.mar1s(forest.fire)
plot(mar1s$logseasonal)
confint(mar1s$logstoch.ar1)
mar1s$logresid.sd
resid < nan2na(mar1s$decomposed$logresid)
qqnorm(resid)
qqline(resid)
## External regressors
mar1s < fit.mar1s(forest.fire, nesterov.index[, "mean"])
plot(cbind(mar1s$logseasonal, mar1s$logseasonal.r))
confint(mar1s$logstoch.ar1)
resid < nan2na(mar1s$decomposed$logresid)
qqnorm(resid)
qqline(resid)
