arma_adapter

A <code>vec</code> that contains all the parameter estimates.

theta

A <code>int</code> that indicates the number of AR coefficients

A <code>int</code> that indicates the number of MA coefficients.

A <code>vec</code> containing the scales e.g. \(2^{\tau}\)

Molds the data so that it works with the arma_to_wv function.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

arma_adapter: ARMA Adapter to ARMA to WV Process function

Description

Usage

Arguments

Value

Details