ArmaModel-class: Classes ArmaModel, ArModel and MaModel in package sarima

In sarima: Simulation and Prediction with Seasonal ARIMA Models

Classes ArmaModel, ArModel and MaModel in package sarima

Description

Classes ArmaModel, ArModel and MaModel in package sarima.

Objects from the Class

Classes "ArModel" and "MaModel" are subclasses of "ArmaModel" with the corresponding order always zero.

The recommended way to create objects from these classes is with the functions ArmaModel, ArModel and MaModel. Objects can also be created by calls of the form new("ArmaModel", ..., ar, ma, mean, check). See also coerce-methods for further ways to create objects from these classes.

Slots

center:

Object of class "numeric" ~~

intercept:

Object of class "numeric" ~~

sigma2:

Object of class "numeric" ~~

ar:

Object of class "BJFilter" ~~

ma:

Object of class "SPFilter" ~~

Extends

Class "ArmaSpec", directly. Class "VirtualArmaModel", directly. Class "ArmaFilter", by class "ArmaSpec", distance 2. Class "VirtualFilterModel", by class "VirtualArmaModel", distance 2. Class "VirtualStationaryModel", by class "VirtualArmaModel", distance 2. Class "VirtualArmaFilter", by class "ArmaSpec", distance 3. Class "VirtualAutocovarianceModel", by class "VirtualArmaModel", distance 3. Class "VirtualMeanModel", by class "VirtualArmaModel", distance 3. Class "VirtualMonicFilter", by class "ArmaSpec", distance 4.

Methods

modelOrder

signature(object = "ArmaModel", convention = "ArFilter"): ...

modelOrder

signature(object = "ArmaModel", convention = "MaFilter"): ...

modelOrder

signature(object = "ArmaModel", convention = "missing"): ...

modelOrder

signature(object = "SarimaModel", convention = "ArmaModel"): ...

sigmaSq

signature(object = "ArmaModel"): ...

Author(s)

Georgi N. Boshnakov

See Also

ArmaModel, ArModel, MaModel, coerce-methods

Examples

arma1p1 <- new("ArmaModel", ar = 0.5, ma = 0.9, sigma2 = 1)
autocovariances(arma1p1, maxlag = 10)
autocorrelations(arma1p1, maxlag = 10)
partialAutocorrelations(arma1p1, maxlag = 10)
partialAutocovariances(arma1p1, maxlag = 10)

new("ArmaModel", ar = 0.5, ma = 0.9, intercept = 4)
new("ArmaModel", ar = 0.5, ma = 0.9, center = 1.23)

new("ArModel", ar = 0.5,  center = 1.23)
new("MaModel", ma = 0.9,  center = 1.23)

# argument 'mean' is an alias for 'center':
new("ArmaModel", ar = 0.5, ma = 0.9, mean = 1.23)

##  both center and intercept may be given
## (the mean is not equal to the intercept in this case)
new("ArmaModel", ar = 0.5, ma = 0.9, center = 1.23, intercept = 2)

## Don't use 'mean' together with 'center' and/or 'intercept'.
##    new("ArmaModel", ar = 0.5, ma = 0.9, center = 1.23, mean  = 4)
##    new("ArmaModel", ar = 0.5, ma = 0.9, intercept = 2, mean  = 4)
## Both give error message:
##   Use argument 'mean' only when 'center' and 'intercept' are missing or zero

sarima documentation built on Aug. 11, 2022, 5:11 p.m.