sarma_objdesc: Create the ts.model obj.desc given split values

In wv: Wavelet Variance

Create the ts.model obj.desc given split values

Description

Computes the total phi and total theta vector length.

Usage

sarma_objdesc(ar, ma, sar, sma, s, i, si)

Arguments

ar	A vec containing the non-seasonal phi parameters.
ma	A vec containing the non-seasonal theta parameters.
sar	A vec containing the seasonal phi parameters.
sma	A vec containing the seasonal theta parameters.
s	An unsigned integer containing the frequency of seasonality.
i	An unsigned integer containing the number of non-seasonal differences.
si	An unsigned integer containing the number of seasonal differences.

Value

A vec with rows:

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

nsigma

Number of Variances (always 1)

s

Season Value

i

Number of non-seasonal differences

si

Number of Seasonal Differences

wv documentation built on Aug. 31, 2023, 9:08 a.m.