Description Usage Arguments Details Value
Constant cycle component
1 | constCycle(parmlist)
|
parmlist |
A list of parameters as generated by |
This function generates state space model matrices related to an a constant cyclic component. Such a specification is usually more slowly varying than a seasonal component, say for a yearly cycle with daily data. The model has the form:
y(t) = c(t) + extra stuff
where
c(t) = c_1 * cos(lam*t) + c_2 * sin(lam*t)
with lam=2π/period and t simply being the times at which the observations occurred.
Note that this really is no more than a time varying intercept in the
observation equation. For a particular period (parmlist$period
),
this function produces the appropriate model matrices above.
A vector ct
of the same length as the data yt
.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.