Description Usage Arguments Details Value
Allocate the roots of the autoregressive polynomial from a fitted ARIMA model to trend, transitory and seasonal components.
1 2 3 4 5 |
x |
for |
width |
numeric of length two, width of the interval of frequencies allocated to the trend and the seasonal components (measured in radians). If a numeric of length one is passed as argument, the same width is used for both components. |
min.modulus |
numeric, minimum modulus of the roots assigned to the trend component. |
xlim |
optional numerics, lower and upper limits of the x-axis. |
ylim |
optional numerics, lower and upper limits of the y-axis. |
units |
character, the units in which the argument of the roots are printed. |
digits |
numeric, the number of significant digits to be used by |
... |
further arguments to be passed to |
The roots related to cycles with frequency within the range [0, width[1]
]
are allocated to the trend or transitory component. In particular,if the modulus
is below min.modulus
, then they are are allocated to the transitory component,
otherwise to the trend.
The seasonal frequencies are defined as ω[j]=2π j/S,
for j=1,...,S-1,
where S is the periodicity of the data (e.g., S=4 in quarterly data
and S=12 in monthly data).
Roots related to cycles of frequency within the range
[ω[j] - seasonal.width
,
ω[j] + seasonal.width
] are
assigned to the seasonal component.
roots.allocation
returns a list of class tsdecARroots
.
plot.tsdecARroots
displays the roots in the complex plane and
print.tsdecARroots
shows a summary.
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