SIN: Definition of a Sinusoidal (SIN) Process

In simts: Time Series Analysis Tools

Definition of a Sinusoidal (SIN) Process

Description

Definition of a Sinusoidal (SIN) Process

Usage

SIN(alpha2 = 9e-04, beta = 0.06, U = NULL)

Arguments

alpha2	A double value for the squared amplitude parameter \alpha^2 (see Note for details).
beta	A double value for the angular frequency parameter \beta (see Note for details).
U	A double value for the phase parameter U (see Note for details).

Value

An S3 object containing the specified ts.model with the following structure:

process.desc

Used in summary: "ALPHA2","BETA"

theta

Parameter vector including \alpha^2, \beta

plength

Number of parameters

print

String containing simplified model

desc

"SIN"

obj.desc

Depth of Parameters e.g. list(1,1)

starting

Find starting values? TRUE or FALSE (e.g. specified value)

Note

We consider the following sinusoidal process :

X_t = \alpha \sin(\beta t + U)

, where U \sim \mathcal{U}(0, 2\pi) and \beta \in (0, \frac{\pi}{2})

Author(s)

Lionel Voirol

Examples

SIN()
SIN(alpha2 = .5, beta = .05)

simts documentation built on Aug. 31, 2023, 5:07 p.m.