sarma_calculate_spadding

Computes the total phi and total theta vector length.

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 

sarma_calculate_spadding function

<dl><dt>np</dt>
<dd>An <code>unsigned int</code> containing the number of non-seasonal phi parameters.</dd>
<dt>nq</dt>
<dd>An <code>unsigned int</code> containing the number of non-seasonal theta parameters.</dd>
<dt>nsp</dt>
<dd>An <code>unsigned int</code> containing the number of seasonal phi parameters.</dd>
<dt>nsq</dt>
<dd>An <code>unsigned int</code> containing the number of seasonal theta parameters.</dd></dl>

Arguments

Calculates Length of Seasonal Padding — sarma_calculate_spadding

<dl>

<dt>np</dt>
<dd>An <code>unsigned int</code> containing the number of non-seasonal phi parameters.</dd>


<dt>nq</dt>
<dd>An <code>unsigned int</code> containing the number of non-seasonal theta parameters.</dd>


<dt>nsp</dt>
<dd>An <code>unsigned int</code> containing the number of seasonal phi parameters.</dd>


<dt>nsq</dt>
<dd>An <code>unsigned int</code> containing the number of seasonal theta parameters.</dd>

</dl>

Calculates Length of Seasonal Padding

sarma_calculate_spadding: Calculates Length of Seasonal Padding

Description

Usage

Value

Arguments