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]