Functions for some basic operations with seasons

Functions for some basic operations with seasons.

Usage

pdSafeParOrder(p)

Arguments

p

autoregression order, a vector of integers.

Details

pdSafeParOrder(p) modifies the periodic AR order specified by vector p. The modified order is such that the correspondence between autocovariances and partial autocorrelations is one-to-one, see the references for details.

Value

a vector of integers

References

Lambert-Lacroix S (2000). ``On periodic autoregressive process estimation .'' IEEE Transactions on Signal Processing, 48( 6 ), pp. 1800-1803.

Lambert-Lacroix S (2005). `` Extension of autocovariance coefficients sequence for periodically correlated processes.'' Journal of Time Series Analysis, 26(6), pp. 423-435.

Author

Georgi N. Boshnakov

Examples

pdSafeParOrder(c(0,2))
#> [1] 1 2
pdSafeParOrder(c(2,3))
#> [1] 2 3