pcarma_acvf2model | R Documentation |
Fit a PC-ARMA model to a periodic autocovariance function.
pcarma_acvf2model(acf, model, maxlag)
acf |
a periodic autocovariance function, an object of class
|
model |
a pc- arma model, an object of class
|
maxlag |
not used. (todo: check!) |
~Describe the value returned If it is a LIST, use
comp1 |
Description of 'comp1' |
comp2 |
Description of 'comp2' |
...
Georgi N. Boshnakov
boshnakov1996pcarmapcts
data(ex1f)
pc3 <- slMatrix(period=2,maxlag=5,f=ex1f,type="tt")
# pcarma_param_system(pc3, NULL, NULL, 2, 0, 2)
parsys <- pcarma_param_system(pc3, NULL, NULL, c(2,2), 0, 2)
param <- solve(parsys$A,parsys$b)
# res <- pcarma_acvf2model(pc3, list(p=c(1,2),q=0,period=2))
# res <- pcarma_acvf2model(pc3, list(p=c(1,2),q=0))
# res <- pcarma_acvf2model(pc3, list(p=c(1,2),period=2))
res <- pcarma_acvf2model(pc3, list(p=c(1,2)))
print(param)
print(res)
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