sarima.properties: SARIMA Properties

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

SARIMA Properties

Description

SARIMA Properties

Usage

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

Arguments

model	a "JD3_SARIMA" model (created with sarima.model()).
nspectrum	number of points in [0, pi] to calculate the spectrum.
nacf	maximum lag at which to calculate the acf.

Examples

mod1 <- sarima.model(period = 12, d =1, bd = 1, theta = 0.2, btheta = 0.2)
sarima.properties(mod1)

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