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Class PeriodicArmaModel

PeriodicArmaModel-class.Rd

Class PeriodicArmaModel.

Objects from the Class

Objects can be created by calls of the form new("PeriodicArmaModel", ar, ma, sigma2, ...).

Slots

%\item{\code{const}:}{Object of class \code{"numeric"} ~~ }
sigma2:

Object of class "numeric" ~~

ar:

Object of class "PeriodicArFilter" ~~

ma:

Object of class "PeriodicMaFilter" ~~

center:

Object of class "numeric" ~~

intercept:

Object of class "numeric" ~~

Extends

Class "VirtualPeriodicArmaModel", directly. Class "PeriodicArmaSpec", directly. Class "VirtualPeriodicFilterModel", by class "VirtualPeriodicArmaModel", distance 2. Class "VirtualPeriodicStationaryModel", by class "VirtualPeriodicArmaModel", distance 2. Class "PeriodicArmaFilter", by class "PeriodicArmaSpec", distance 2. Class "VirtualPeriodicAutocovarianceModel", by class "VirtualPeriodicArmaModel", distance 3. Class "VirtualPeriodicMeanModel", by class "VirtualPeriodicArmaModel", distance 3.

Methods

autocovariances

signature(x = "PeriodicArmaModel"): ...