factor.comp.wge: Create a factor table and AR components for an AR realization

In tswge: Time Series for Data Science

Create a factor table and AR components for an AR realization

Description

This program finds the ML estimates of a specified order, then prints a factor table for the estimated model and prints and plots the additive components

Usage

factor.comp.wge(x, aic = FALSE, p, ncomp)

Arguments

x	Realization
aic	The program calls basic R function phi.burg to calculate burg estimates of an AR fit to the data. Aic is turned off and the user specifies the order
p	Order of AR to fit to data
ncomp	Number of additive components to calculate and plot

Value

ncomp	The number of additive components
x.comp	Matrix (i,j) where i designates the component and j denotes time, i.e. (i,j) denotes the ith component at time j

Author(s)

Wayne Woodward

References

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

Examples

data(ss08)
    factor.comp.wge(ss08,p=9,ncomp=4)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.