filterOrder-methods: Methods for function 'filterOrder' in package 'sarima'

In GeoBosh/sarima: Simulation and Prediction with Seasonal ARIMA Models

Methods for function filterOrder in package sarima

Description

Methods for function filterOrder in package sarima.

Methods

The following methods ensure that all filters in package sarima have a method for filterOrder.

signature(object = "VirtualMonicFilterSpec")

Returns object@order.

signature(object = "SarimaFilter")

Returns a list with the following components:

nseasons

number of seasons.

iorder

integration order, number of (non-seasonal) differences.

siorder

seasonal integration order, number of seasonal differences.

ar

autoregression order

ma

moving average order

sar

seasonal autoregression order

sma

seasonal moving average order

signature(object = "VirtualArmaFilter")

Returns a list with the following components:

ar

autoregression order.

ma

moving average order.

Author(s)

Georgi N. Boshnakov

See Also

filterCoef for examples and related functions

Examples

## see the examples for ?filterCoef

GeoBosh/sarima documentation built on March 27, 2024, 6:31 p.m.