PAR.MVrepr: Multivariate representation of a PAR model

In partsm: Periodic Autoregressive Time Series Models

Multivariate representation of a PAR model

Description

The function PAR.MVrepr applied on the out.par object of class fit.partsm, shows the multivariate representation as well as some complementary information of a PAR process.

Usage

    PAR.MVrepr(object)
  

Arguments

object

An object of class fit.partsm or fit.piartsm

Details

For more information, see the vignette, section 2.

Value

A list with different objects

Author(s)

Javier Lopez-de-Lacalle [e-mail].

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

Examples

    ## Models for the the logarithms of the Real GNP in Germany.
    data("gergnp")
    lgergnp <- log(gergnp, base=exp(1))

    ## Fit an PAR model
    detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0)
    out.par <- fit.ar.par(wts=lgergnp, type="PAR", detcomp=detcomp, p=2)

    ## Show the matrix representation: 
    out.MV <- PAR.MVrepr(out.par)
    out.MV
  

partsm documentation built on June 8, 2025, 10:33 a.m.