garma (version 0.9.24)

garma_ggtsdisplay: ggtsdisplay of underlying ARMA process.

Description

For a Gegenbauer process, use semi-parametric methods to obtain short memory version of the process, then run a ggtsdisplay().

Usage

garma_ggtsdisplay(x, k = 1, ...)

Value

A ggplot object.

Arguments

x

(num) This should be a numeric vector representing the process to estimate.

k

(int) The number of Gegenbauer factors

...

additional parameters to pass to ggtsdisplay

Details

The purpose of this function is to ease the process of identifying the underlying short memory process.

Examples

data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
garma_ggtsdisplay(ap)