Methods for function maxLag() in package 'pcts'

Methods for function maxLag() in package 'pcts'.

Methods

signature(object = "PeriodicArmaFilter")

Examples

## non-periodic autocovariances
maxLag(autocovariances(AirPassengers))
#> [1] 21

## periodic
pcts_exdata() # creates ap, ap7to9, pcfr, pcfr2to4,
#> [1] "ap"       "ap7to9"   "pcfr"     "pcfr2to4"

maxLag(autocovariances(ap, maxlag = 6))
#> [1] 6

## pcarma filter
m <- rbind(c(0.81, 0), c(0.4972376, 0.4972376))
ar_filt3 <- new("PeriodicBJFilter",  coef =  m, order = c(1,2))
arma_filt3 <- new("PeriodicArmaFilter", ar = ar_filt3)
maxLag(arma_filt3)
#> [1] 2