| fit.piartsm {partsm} | R Documentation |
This class contains information on the periodic autoregressive parameters estimated by
fit.piar.
p:"numeric": The order of the PIAR model.nls.parameters:"matrix": Estimated coefficicents of the
non-linear PIAR model.nls.res:"numeric": Residuals of the non-linear PIAR model.par.coeffs:"matrix": Periodic autoregressive parameters
estimates.pdiff.data:"ts": Periodically differenced data.show:summary:plot:Javier López-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).