arima_properties: Properties of an ARIMA model; the (pseudo-)spectrum and the...

In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

Properties of an ARIMA model; the (pseudo-)spectrum and the auto-covariances of the model are returned

Description

Properties of an ARIMA model; the (pseudo-)spectrum and the auto-covariances of the model are returned

Usage

arima_properties(model, nspectrum = 601, nac = 36)

Arguments

model	a "JD3_ARIMA" model (created with arima_model()).
nspectrum	number of points to calculate the spectrum; th points are uniformly distributed in [0, pi]
nac	maximum lag at which to calculate the auto-covariances; if the model is non-stationary, the auto-covariances are computed on its stationary transformation.

Value

A list with tha auto-covariances and with the (pseudo-)spectrum

Examples

mod1 <- arima_model(ar = c(0.1, 0.2), delta = c(1, -1), ma = 0)
arima_properties(mod1)

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.