arima.properties: ARIMA Properties

In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'

ARIMA Properties

Description

ARIMA Properties

Usage

arima.properties(model, nspectrum = 601, nacf = 36)

Arguments

model	a "JD3_ARIMA" model (created with arima.model()).
nspectrum	number of points in [0, pi] to calculate the spectrum.
nacf	maximum lag at which to calculate the acf.

Examples

mod1 = arima.model(ar = c(0.1, 0.2), delta = 0, ma = 0)
arima.properties(mod1)

palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.