factab                  package:cts                  R Documentation

_C_a_l_c_u_l_a_t_e _C_h_a_r_a_c_t_e_r_i_s_t_i_c _R_o_o_t_s _a_n_d _S_y_s_t_e_m _F_r_e_q_u_e_n_c_y

_D_e_s_c_r_i_p_t_i_o_n:

     Calculate characteristic roots and system frequency from the
     estimated reparameterized coefficients of CAR fits.

_U_s_a_g_e:

     factab(object)

_A_r_g_u_m_e_n_t_s:

  object: a fitted time-series CAR model  

_V_a_l_u_e:

     A table with characteristic roots and frequencies for the
     corresponding model fit.

_A_u_t_h_o_r(_s):

     G. Tunnicliffe Wilson and Zhu Wang

_R_e_f_e_r_e_n_c_e_s:

     Belcher, J. and Hampton, J. S. and Tunnicliffe Wilson, G. (1994).
     Parameterization of continuous time autoregressive models for
     irregularly sampled time series data. _Journal of the Royal
     Statistical Society, Series B, Methodological_,*56*,141-155

     Jones, Richard H. (1981). Fitting a continuous time autoregression
     to discrete data. _Applied Time Series Analysis II_, 651-682

     Wang, Zhu(2004). _The Application of the Kalman Filter to
     Nonstationary Time Series through Time Deformation_. PhD thesis,
     Southern Methodist University

_S_e_e _A_l_s_o:

     'car' and 'kalsmo.car'

_E_x_a_m_p_l_e_s:

     ## Not run: 
     data(asth)
     (fit <- car(asth,scale=0.25,order=4))
     factab(fit)
     ## End(Not run)

