SARIMA Properties
Arguments
- model
a
"JD3_SARIMA"model (created withsarima_model()).- nspectrum
number of points in [0, pi] to calculate the spectrum.
- nacf
maximum lag at which to calculate the acf.
Examples
mod1 <- sarima_model(period = 12, d = 1, bd = 1, theta = 0.2, btheta = 0.2)
sarima_properties(mod1)
#> $acf
#> [1] 1.0816 0.2080 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
#> [11] 0.0000 0.0400 0.2080 0.0400 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
#> [21] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
#> [31] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
#>
#> $spectrum
#> [1] Inf 3.048542e+06 1.904078e+05 3.757001e+04 1.186911e+04
#> [6] 4.852008e+03 2.334284e+03 1.256435e+03 7.341164e+02 4.566364e+02
#> [11] 2.983896e+02 2.029030e+02 1.425764e+02 1.029812e+02 7.614304e+01
#> [16] 5.744465e+01 4.410402e+01 3.438651e+01 2.717781e+01 2.174303e+01
#> [21] 1.758611e+01 1.436518e+01 1.184022e+01 9.839817e+00 8.239721e+00
#> [26] 6.948573e+00 5.898350e+00 5.037809e+00 4.327925e+00 3.738686e+00
#> [31] 3.246795e+00 2.834010e+00 2.485938e+00 2.191132e+00 1.940430e+00
#> [36] 1.726445e+00 1.543192e+00 1.385786e+00 1.250227e+00 1.133215e+00
#> [41] 1.032020e+00 9.443727e-01 8.683780e-01 8.024479e-01 7.452470e-01
#> [46] 6.956493e-01 6.527022e-01 6.155984e-01 5.836523e-01 5.562807e-01
#> [51] 5.329876e-01 5.133509e-01 4.970123e-01 4.836678e-01 4.730614e-01
#> [56] 4.649785e-01 4.592414e-01 4.557054e-01 4.542555e-01 4.548043e-01
#> [61] 4.572899e-01 4.616751e-01 4.679464e-01 4.761139e-01 4.862123e-01
#> [66] 4.983013e-01 5.124678e-01 5.288280e-01 5.475312e-01 5.687639e-01
#> [71] 5.927555e-01 6.197859e-01 6.501944e-01 6.843922e-01 7.228773e-01
#> [76] 7.662546e-01 8.152617e-01 8.708028e-01 9.339933e-01 1.006220e+00
#> [81] 1.089223e+00 1.185206e+00 1.296994e+00 1.428255e+00 1.583818e+00
#> [86] 1.770149e+00 1.996066e+00 2.273849e+00 2.621021e+00 3.063300e+00
#> [91] 3.639693e+00 4.411733e+00 5.481206e+00 7.026638e+00 9.385309e+00
#> [96] 1.325968e+01 2.032288e+01 3.543243e+01 7.816714e+01 3.064959e+02
#> [101] Inf 2.943031e+02 7.207113e+01 3.136880e+01 1.727554e+01
#> [106] 1.082219e+01 7.354422e+00 5.286213e+00 3.958638e+00 3.058604e+00
#> [111] 2.422097e+00 1.956562e+00 1.606619e+00 1.337517e+00 1.126578e+00
#> [116] 9.585047e-01 8.226844e-01 7.115721e-01 6.196891e-01 5.429822e-01
#> [121] 4.784025e-01 4.236228e-01 3.768426e-01 3.366523e-01 3.019363e-01
#> [126] 2.718029e-01 2.455329e-01 2.225412e-01 2.023485e-01 1.845590e-01
#> [131] 1.688442e-01 1.549293e-01 1.425837e-01 1.316125e-01 1.218503e-01
#> [136] 1.131562e-01 1.054098e-01 9.850760e-02 9.236050e-02 8.689160e-02
#> [141] 8.203436e-02 7.773109e-02 7.393172e-02 7.059277e-02 6.767649e-02
#> [146] 6.515017e-02 6.298547e-02 6.115800e-02 5.964686e-02 5.843431e-02
#> [151] 5.750545e-02 5.684806e-02 5.645236e-02 5.631091e-02 5.641846e-02
#> [156] 5.677197e-02 5.737051e-02 5.821533e-02 5.930988e-02 6.065993e-02
#> [161] 6.227369e-02 6.416201e-02 6.633862e-02 6.882045e-02 7.162802e-02
#> [166] 7.478593e-02 7.832347e-02 8.227534e-02 8.668261e-02 9.159382e-02
#> [171] 9.706645e-02 1.031686e-01 1.099814e-01 1.176017e-01 1.261455e-01
#> [176] 1.357529e-01 1.465941e-01 1.588768e-01 1.728572e-01 1.888533e-01
#> [181] 2.072643e-01 2.285963e-01 2.534986e-01 2.828152e-01 3.176596e-01
#> [186] 3.595251e-01 4.104521e-01 4.732880e-01 5.521044e-01 6.528896e-01
#> [191] 7.847468e-01 9.620683e-01 1.208715e+00 1.566635e+00 2.115265e+00
#> [196] 3.020441e+00 4.678112e+00 8.240682e+00 1.836512e+01 7.273337e+01
#> [201] Inf 7.121737e+01 1.760750e+01 7.736028e+00 4.300066e+00
#> [206] 2.718460e+00 1.864074e+00 1.351791e+00 1.021189e+00 7.958388e-01
#> [211] 6.355973e-01 5.177514e-01 4.286740e-01 3.597914e-01 3.054933e-01
#> [216] 2.619849e-01 2.266264e-01 1.975359e-01 1.733430e-01 1.530311e-01
#> [221] 1.358335e-01 1.211630e-01 1.085643e-01 9.767984e-02 8.822580e-02
#> [226] 7.997471e-02 7.274258e-02 6.637932e-02 6.076161e-02 5.578736e-02
#> [231] 5.137157e-02 4.744302e-02 4.394169e-02 4.081681e-02 3.802518e-02
#> [236] 3.552991e-02 3.329939e-02 3.130645e-02 2.952766e-02 2.794279e-02
#> [241] 2.653431e-02 2.528706e-02 2.418788e-02 2.322540e-02 2.238978e-02
#> [246] 2.167254e-02 2.106643e-02 2.056528e-02 2.016389e-02 1.985798e-02
#> [251] 1.964412e-02 1.951963e-02 1.948259e-02 1.953183e-02 1.966684e-02
#> [256] 1.988785e-02 2.019580e-02 2.059239e-02 2.108008e-02 2.166216e-02
#> [261] 2.234286e-02 2.312736e-02 2.402198e-02 2.503423e-02 2.617309e-02
#> [266] 2.744911e-02 2.887474e-02 3.046458e-02 3.223582e-02 3.420870e-02
#> [271] 3.640705e-02 3.885912e-02 4.159840e-02 4.466486e-02 4.810642e-02
#> [276] 5.198084e-02 5.635824e-02 6.132432e-02 6.698466e-02 7.347052e-02
#> [281] 8.094663e-02 8.962196e-02 9.976479e-02 1.117241e-01 1.259605e-01
#> [286] 1.430922e-01 1.639646e-01 1.897582e-01 2.221624e-01 2.636637e-01
#> [291] 3.180451e-01 3.912920e-01 4.933356e-01 6.416493e-01 8.693482e-01
#> [296] 1.245623e+00 1.935810e+00 3.421523e+00 7.650732e+00 3.040077e+01
#> [301] Inf 2.996315e+01 7.432050e+00 3.275878e+00 1.826725e+00
#> [306] 1.158509e+00 7.969072e-01 5.797125e-01 4.392965e-01 3.434122e-01
#> [311] 2.751074e-01 2.247822e-01 1.866719e-01 1.571465e-01 1.338286e-01
#> [316] 1.151087e-01 9.986612e-02 8.730138e-02 7.683171e-02 6.802443e-02
#> [321] 6.055287e-02 5.416674e-02 4.867172e-02 4.391509e-02 3.977554e-02
#> [326] 3.615574e-02 3.297692e-02 3.017475e-02 2.769634e-02 2.549789e-02
#> [331] 2.354288e-02 2.180071e-02 2.024557e-02 1.885561e-02 1.761224e-02
#> [336] 1.649957e-02 1.550401e-02 1.461384e-02 1.381899e-02 1.311076e-02
#> [341] 1.248162e-02 1.192506e-02 1.143546e-02 1.100796e-02 1.063839e-02
#> [346] 1.032316e-02 1.005924e-02 9.844082e-03 9.675561e-03 9.551976e-03
#> [351] 9.472002e-03 9.434678e-03 9.439389e-03 9.485861e-03 9.574158e-03
#> [356] 9.704686e-03 9.878205e-03 1.009584e-02 1.035911e-02 1.066995e-02
#> [361] 1.103076e-02 1.144445e-02 1.191450e-02 1.244502e-02 1.304087e-02
#> [366] 1.370777e-02 1.445238e-02 1.528255e-02 1.620747e-02 1.723795e-02
#> [371] 1.838669e-02 1.966875e-02 2.110197e-02 2.270762e-02 2.451122e-02
#> [376] 2.654351e-02 2.884183e-02 3.145180e-02 3.442965e-02 3.784532e-02
#> [381] 4.178660e-02 4.636488e-02 5.172327e-02 5.804795e-02 6.558484e-02
#> [386] 7.466410e-02 8.573741e-02 9.943584e-02 1.166629e-01 1.387492e-01
#> [391] 1.677199e-01 2.067810e-01 2.612547e-01 3.405096e-01 4.623104e-01
#> [396] 6.637938e-01 1.033746e+00 1.830939e+00 4.102598e+00 1.633581e+01
#> [401] Inf 1.616737e+01 4.018430e+00 1.774884e+00 9.917656e-01
#> [406] 6.302709e-01 4.344371e-01 3.166808e-01 2.404672e-01 1.883658e-01
#> [411] 1.512083e-01 1.238003e-01 1.030206e-01 8.690298e-02 7.415882e-02
#> [416] 6.391539e-02 5.556464e-02 4.867251e-02 4.292249e-02 3.807946e-02
#> [421] 3.396578e-02 3.044530e-02 2.741225e-02 2.478345e-02 2.249283e-02
#> [426] 2.048732e-02 1.872396e-02 1.716765e-02 1.578954e-02 1.456569e-02
#> [431] 1.347616e-02 1.250424e-02 1.163581e-02 1.085895e-02 1.016348e-02
#> [436] 9.540729e-03 8.983266e-03 8.484700e-03 8.039534e-03 7.643023e-03
#> [441] 7.291074e-03 6.980155e-03 6.707222e-03 6.469655e-03 6.265216e-03
#> [446] 6.091998e-03 5.948397e-03 5.833084e-03 5.744980e-03 5.683237e-03
#> [451] 5.647231e-03 5.636546e-03 5.650971e-03 5.690499e-03 5.755322e-03
#> [456] 5.845844e-03 5.962682e-03 6.106681e-03 6.278929e-03 6.480780e-03
#> [461] 6.713879e-03 6.980194e-03 7.282058e-03 7.622218e-03 8.003896e-03
#> [466] 8.430859e-03 8.907515e-03 9.439017e-03 1.003140e-02 1.069175e-02
#> [471] 1.142840e-02 1.225121e-02 1.317187e-02 1.420432e-02 1.536525e-02
#> [476] 1.667481e-02 1.815745e-02 1.984309e-02 2.176858e-02 2.397979e-02
#> [481] 2.653431e-02 2.950528e-02 3.298667e-02 3.710081e-02 4.200936e-02
#> [486] 4.792950e-02 5.515844e-02 6.411171e-02 7.538455e-02 8.985400e-02
#> [491] 1.088557e-01 1.345053e-01 1.703167e-01 2.224792e-01 3.027352e-01
#> [496] 4.356464e-01 6.799689e-01 1.207051e+00 2.710753e+00 1.081816e+01
#> [501] Inf 1.075532e+01 2.679354e+00 1.186140e+00 6.643082e-01
#> [506] 4.231412e-01 2.923379e-01 2.135910e-01 1.625633e-01 1.276372e-01
#> [511] 1.026980e-01 8.427946e-02 7.029768e-02 5.943895e-02 5.084189e-02
#> [516] 4.392275e-02 3.827459e-02 3.360677e-02 2.970721e-02 2.641827e-02
#> [521] 2.362081e-02 2.122346e-02 1.915517e-02 1.736008e-02 1.579375e-02
#> [526] 1.442052e-02 1.321146e-02 1.214295e-02 1.119557e-02 1.035319e-02
#> [531] 9.602379e-03 8.931867e-03 8.332152e-03 7.795189e-03 7.314131e-03
#> [536] 6.883138e-03 6.497208e-03 6.152047e-03 5.843966e-03 5.569789e-03
#> [541] 5.326781e-03 5.112594e-03 4.925210e-03 4.762908e-03 4.624226e-03
#> [546] 4.507937e-03 4.413023e-03 4.338661e-03 4.284204e-03 4.249176e-03
#> [551] 4.233258e-03 4.236289e-03 4.258258e-03 4.299309e-03 4.359738e-03
#> [556] 4.440004e-03 4.540736e-03 4.662740e-03 4.807020e-03 4.974793e-03
#> [561] 5.167513e-03 5.386899e-03 5.634972e-03 5.914093e-03 6.227020e-03
#> [566] 6.576968e-03 6.967682e-03 7.403537e-03 7.889649e-03 8.432014e-03
#> [571] 9.037689e-03 9.715007e-03 1.047385e-02 1.132601e-02 1.228561e-02
#> [576] 1.336968e-02 1.459894e-02 1.599868e-02 1.760015e-02 1.944220e-02
#> [581] 2.157370e-02 2.405668e-02 2.697095e-02 3.042045e-02 3.454262e-02
#> [586] 3.952223e-02 4.561236e-02 5.316702e-02 6.269375e-02 7.494085e-02
#> [591] 9.104877e-02 1.128252e-01 1.432750e-01 1.876944e-01 2.561391e-01
#> [596] 3.696581e-01 5.786429e-01 1.030160e+00 2.320219e+00 9.286549e+00
#> [601] Inf
#>