PAR.MVrepr: Multivariate representation of a PAR model
In partsm: Periodic Autoregressive Time Series Models

Description Usage Arguments Details Value Author(s) References Examples

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.

1 2	PAR.MVrepr(object)

object

An object of class fit.partsm or fit.piartsm

For more information, see the vignette, section 2.

A list with different objects

Javier Lopez-de-Lacalle javlacalle@yahoo.es.

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

    ## 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