ardec.periodic {ArDec} | R Documentation |
Function ardec.periodic extracts a periodic component from the autoregressive decomposition of a monthly time series.
Function ardec.periodic.bayes extracts a periodic component from each autoregressive decomposition based on a simulated vector of autoregressive parameters.
ardec.periodic(x, per, tol = 1) ardec.periodic.bayes(x, per, R, tol = 1)
x |
time series |
per |
period of the component to be extracted |
tol |
tolerance for the period of the component |
R |
size of sample to be simulated from posterior |
A list with components:
period |
period for the anual component |
modulus |
damping factor for the annual component |
component |
extracted component (for ardec.periodic) |
compSim |
matrix containing the simulated components as columns (for ardec.periodic.bayes) |
S. M. Barbosa
# warning: running the next command can be time comsuming! data(tempEng) ardec.periodic(tempEng,per=12) ardec.periodic.bayes(tempEng,per=12,R=2)