plotpdiff: Graphical Representation of the Periodically Differenced Data
In partsm: Periodic Autoregressive Time Series Models

Description Usage Arguments Author(s) References See Also Examples

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.

1 2	plotpdiff (x)

`x`	Object of class 'fir.piartsm'.

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

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

fit.piartsm-class, and fit.piar.

    ## 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)