pc.wn.var.acrf: Variances of sample periodic autocorrelations

In GeoBosh/pcts: Periodically Correlated and Periodically Integrated Time Series

Variances of sample periodic autocorrelations

Description

Computes the variances of sample periodic autocorrelations from periodic white noise.

Usage

pcacf_pwn_var(nepoch, period, lag, season)

Arguments

lag	desired lags, a vector of positive integers.
season	desired seasons.
nepoch	number of epochs.
period	number of seasons.

Details

These are given by McLeod (1994), see the reference, eq. (4.3).

Value

A matrix whose (i,j)th entry contains the variance of the autocorrelation coefficient for season season[i] and lag lag[j].

Author(s)

Georgi N. Boshnakov

References

\insertRef

McLeod1994diagnosticpcts

Examples

pcacf_pwn_var(79, 12, 0:16, 1:12)

GeoBosh/pcts documentation built on Dec. 8, 2023, 9:57 p.m.