Properties of an ARIMA model; the (pseudo-)spectrum and the auto-covariances of the model are returned
Source:R/arima.R
arima_properties.Rd
Properties of an ARIMA model; the (pseudo-)spectrum and the auto-covariances of the model are returned
Arguments
- model
a
"JD3_ARIMA"
model (created witharima_model()
).- nspectrum
number of points to calculate the spectrum; th points are uniformly distributed in [0, pi]
- nac
maximum lag at which to calculate the auto-covariances; if the model is non-stationary, the auto-covariances are computed on its stationary transformation.
Examples
mod1 <- arima_model(ar = c(0.1, 0.2), delta = c(1, -1), ma = 0)
arima_properties(mod1)
#> $acf
#> [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#>
#> $spectrum
#> [1] Inf 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [19] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [37] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [55] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [73] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [91] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [109] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [127] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [145] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [163] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [181] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [199] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [217] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [235] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [253] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [271] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [289] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [307] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [325] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [343] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [361] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [379] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [397] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [415] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [433] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [451] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [469] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [487] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [505] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [523] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [541] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [559] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [577] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#> [595] 0 0 0 0 0 0 0
#>