Description Usage Arguments Value Note Author(s) References Examples

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

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

`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 |

Transformed data

For a difference, use phi.tr=1

Wayne Woodward

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

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

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