maxLag-methods | R Documentation |
Methods for function maxLag() in package 'pcts'.
signature(object = "PeriodicArmaFilter")
## non-periodic autocovariances
maxLag(autocovariances(AirPassengers))
## periodic
pcts_exdata() # creates ap, ap7to9, pcfr, pcfr2to4,
maxLag(autocovariances(ap, maxlag = 6))
## pcarma filter
m <- rbind(c(0.81, 0), c(0.4972376, 0.4972376))
ar_filt3 <- new("PeriodicBJFilter", coef = m, order = c(1,2))
arma_filt3 <- new("PeriodicArmaFilter", ar = ar_filt3)
maxLag(arma_filt3)
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