sarma_components: Determine parameter expansion based upon objdesc
In simts: Time Series Analysis Tools
sarma_components R Documentation
Determine parameter expansion based upon objdesc
Description
Calculates the necessary vec space needed to pad the vectors
for seasonal terms.
Usage
sarma_components(objdesc)
Arguments
objdesc
A vec with the appropriate sarima object description
Value
A vec with the structure:
- np
Number of Non-Seasonal AR Terms
- nq
Number of Non-Seasonal MA Terms
- nsp
Number of Seasonal AR Terms
- nsq
Number of Seasonal MA Terms
- ns
Number of Seasons (e.g. 12 is year)
- p
Total number of phi terms
- q
Total number of theta terms
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| sarma_components | R Documentation |
Determine parameter expansion based upon objdesc
Description
Calculates the necessary vec space needed to pad the vectors for seasonal terms.
Usage
sarma_components(objdesc)
Arguments
objdesc |
A |
Value
A vec with the structure:
- np
Number of Non-Seasonal AR Terms
- nq
Number of Non-Seasonal MA Terms
- nsp
Number of Seasonal AR Terms
- nsq
Number of Seasonal MA Terms
- ns
Number of Seasons (e.g. 12 is year)
- p
Total number of phi terms
- q
Total number of theta terms
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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