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Documentation
R
simts

sarma_components

Determine parameter expansion based upon objdesc

Description

Calculates the necessary vec space needed to pad the vectors for seasonal terms.

Usage

sarma_components(objdesc)

Arguments

objdesc

A vec with the appropriate sarima object description

Value

A vec with the structure:

np

Number of Non-Seasonal AR Terms

nq

Number of Non-Seasonal MA Terms

nsp

Number of Seasonal AR Terms

nsq

Number of Seasonal MA Terms

ns

Number of Seasons (e.g. 12 is year)

p

Total number of phi terms

q

Total number of theta terms

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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