Methods for function filterOrder in package sarima

Methods for function filterOrder in package sarima.

Methods

The following methods ensure that all filters in package sarima have a method for filterOrder.

signature(object = "VirtualMonicFilterSpec")

Returns object@order.

signature(object = "SarimaFilter")

Returns a list with the following components:

nseasons

number of seasons.

iorder

integration order, number of (non-seasonal) differences.

siorder

seasonal integration order, number of seasonal differences.

ar

autoregression order

ma

moving average order

sar

seasonal autoregression order

sma

seasonal moving average order

signature(object = "VirtualArmaFilter")

Returns a list with the following components:

ar

autoregression order.

ma

moving average order.

Author

Georgi N. Boshnakov

See also

filterCoef for examples and related functions

Examples

## see the examples for ?filterCoef