sarma_components {simts} | R Documentation |
Determine parameter expansion based upon objdesc
Description
Calculates the necessary vec space needed to pad the vectors for seasonal terms.
Usage
sarma_components(objdesc)
Arguments
objdesc |
A |
Value
A vec
with the structure:
- np
Number of Non-Seasonal AR Terms
- nq
Number of Non-Seasonal MA Terms
- nsp
Number of Seasonal AR Terms
- nsq
Number of Seasonal MA Terms
- ns
Number of Seasons (e.g. 12 is year)
- p
Total number of phi terms
- q
Total number of theta terms
[Package simts version 0.2.2 Index]