ardec.periodic {ArDec}R Documentation

Extraction of individual periodic components from a monthly time series

Description

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.

Usage

ardec.periodic(x, per, tol = 1)

ardec.periodic.bayes(x, per, R, tol = 1)

Arguments

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

Value

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)

Author(s)

S. M. Barbosa

Examples

# warning: running the next command can be time comsuming!

data(tempEng)
ardec.periodic(tempEng,per=12)
ardec.periodic.bayes(tempEng,per=12,R=2)


[Package ArDec version 1.0-4 Index]