plotpdiff: Graphical Representation of the Periodically Differenced Data

In partsm: Periodic Autoregressive Time Series Models

Graphical Representation of the Periodically Differenced Data

Description

On the basis of the estimated parameters in a PIAR model, this function displays the periodically differenced data, as well as two different representations of the seasonal paths for the transformed data.

Usage

    plotpdiff (x)
  

Arguments

x	Object of class 'fir.piartsm'.

Author(s)

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

References

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

See Also

fit.piartsm-class, and fit.piar.

Examples

    ## Load data and select the deterministic components.
    data("gergnp")
    lgergnp <- log(gergnp, base=exp(1))
    detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0)

    ## Fit a PIAR(2) model with seasonal intercepts.
    out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2)
    plotpdiff(out.piar)
  

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