| fit.partsm {partsm} | R Documentation |
This class contains information on the autoregressive or periodic autoregressive parameters estimated by
fit.ar.par.
type:"character": The type of the fitted model, an autoregressive
model, "AR", or a periodic autoregressive model, "PAR".p:"numeric": The lag order parameter of the model.lm.ar:"ANY": The summary of a fitted AR model. When an AR type
model is selected, it is of class "lm", otherwise the slot is empty.lm.par:"ANY": The summary of a fitted PAR model. When a PAR type
model is selected, it is of class "lm", otherwise the slot is empty.ar.coeffs:"ANY": The autoregressive parameters estimates. When a
PAR type model is selected, it is of class "matrix", otherwise the slot is empty.par.coeffs:"ANY": The periodic autoregressive parameters
estimates. When a PAR type model is selected, it is of class "matrix", otherwise the slot is
empty.show:summary:show, a summary of the fitted
model is also added.Javier López-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).