View source: R/sigex.getcycle.r
sigex.getcycle | R Documentation |
Background: A stochastic cycle is a particular parametrization of an ARMA process, governed by its order, its persistency (rho), and its period (2/omega)
sigex.getcycle(cycle.order, rho, omega)
cycle.order |
Integer order of the cycle |
rho |
Persistency, a value between 0 and 1 |
omega |
Frequency in units of pi, a value between 0 and 1. (The period is 2/omega) |
list object with cycle.AR and cycle.MA cycle.AR: full AR polynomial in format c(1,-phi1,...,-phip) cycle.MA: full MA polynomial in format c(1,theta1,...,thetaq)
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