sincos

an object of class <code>ts</code> used to determine the sample period and
frequency.

number of additional observations to extend the sample period.

n.ahead

logical indicator to include a column of ones.

constant

<code>sincos</code> creates an full set of trigonometric variables.

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

sincos function

<dl><dt>Y</dt>
<dd>an object of class <code>ts</code> used to determine the sample period and
frequency.</dd>
<dt>n.ahead</dt>
<dd>number of additional observations to extend the sample period.</dd>
<dt>constant</dt>
<dd>logical indicator to include a column of ones.</dd></dl>

Arguments

Trigonometric variables — sincos

<dl>

<dt>Y</dt>
<dd>an object of class <code>ts</code> used to determine the sample period and
frequency.</dd>


<dt>n.ahead</dt>
<dd>number of additional observations to extend the sample period.</dd>


<dt>constant</dt>
<dd>logical indicator to include a column of ones.</dd>

</dl>

sincos: Trigonometric variables

Description

Usage

Value

Arguments

Examples