arma_adapter

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

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

arma_adapter function

<dl><dt>theta</dt>
<dd>A <code>vec</code> that contains all the parameter estimates.</dd>
<dt>p</dt>
<dd>A <code>int</code> that indicates the number of AR coefficients</dd>
<dt>q</dt>
<dd>A <code>int</code> that indicates the number of MA coefficients.</dd>
<dt>tau</dt>
<dd>A <code>vec</code> containing the scales e.g. \(2^{\tau}\)</dd></dl>

Arguments

Author

ARMA Adapter to ARMA to WV Process function — arma_adapter

<dl>

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


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


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


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

</dl>

ARMA Adapter to ARMA to WV Process function

arma_adapter: ARMA Adapter to ARMA to WV Process function

Description

Usage

Value

Arguments

Author

Details