artrans.wge: Perform Ar transformations

Description Usage Arguments Value Note Author(s) References Examples

View source: R/artrans.wge.R

Description

Given a time series in the vector x, and AR coefs phi1 and phi2, for example, artrans.wge computes y(t)=x(t)-phi1X(t-1)-phi2x(t-2), for t=3, ..., n

Usage

1
artrans.wge(x,phi.tr, lag.max=25, plottr = "TRUE")

Arguments

x

Vector containing original realization

phi.tr

Coefficients of the transformation

lag.max

Max lag (k) for sample autocorrelations

plottr

If plottr=TRUE then plots of the data, transformed data, and sample autocorelations of original and transformed data

Value

Transformed data

Note

For a difference, use phi.tr=1

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott"

Examples

1
2
data(wtcrude)
difdata=artrans.wge(wtcrude,phi.tr=1,lag.max=30,plottr=TRUE)

tswge documentation built on May 2, 2019, 3:45 p.m.