pcacf_pwn_var {pcts}R Documentation

Variances of sample periodic autocorrelations

Description

Computes the variances of sample periodic autocorrelations from periodic white noise.

Usage

pcacf_pwn_var(nepoch, period, lag, season)

Arguments

lag

desired lags, a vector of positive integers.

season

desired seasons.

nepoch

number of epochs.

period

number of seasons.

Details

These are given by McLeod (1994), see the reference, eq. (4.3).

Value

A matrix whose (i,j)th entry contains the variance of the autocorrelation coefficient for season season[i] and lag lag[j].

Author(s)

Georgi N. Boshnakov

References

McLeod AI (1994). “Diagnostic checking of periodic autoregression models with application.” Journal of Time Series Analysis, 15(2), 221–233.

Examples

pcacf_pwn_var(79, 12, 0:16, 1:12)

[Package pcts version 0.15.7 Index]