gen_seasComp: Generate multivariate seasonal component
In jlivsey/EMsignal:
gen_seasComp R Documentation
Generate multivariate seasonal component
Description
generates a component that is seasonally (12) difference stationary
Usage
gen_seasComp(n, Phi, Sig, burn = 10^3, seasonal.period = 12)
Arguments
n
length of series
Phi
seasonal autoregressive parameter
Sig
covariance martrix white noise component
burn
burn in (defaults to 1000)
seasonl.period
periodicity of component (defaults to 12)
Value
Ndim x n matrix of observations
jlivsey/EMsignal documentation built on March 17, 2024, 5:12 p.m.
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| gen_seasComp | R Documentation |
Generate multivariate seasonal component
Description
generates a component that is seasonally (12) difference stationary
Usage
gen_seasComp(n, Phi, Sig, burn = 10^3, seasonal.period = 12)
Arguments
n |
length of series |
Phi |
seasonal autoregressive parameter |
Sig |
covariance martrix white noise component |
burn |
burn in (defaults to 1000) |
seasonl.period |
periodicity of component (defaults to 12) |
Value
Ndim x n matrix of observations
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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