harmonicfit {iAR} | R Documentation |
Harmonic Fit to Time Series
Description
This function fit an k-harmonic function to time series data.
Usage
harmonicfit(
file,
f1,
nham = 4,
weights = NULL,
print = FALSE,
remove_trend = TRUE
)
Arguments
file |
A matrix with two columns. The first column corresponds to the observations times, and the second column corresponds to the measures. |
f1 |
Frequency (1/Period) of the time series |
nham |
Number of harmonic components in the model |
weights |
An array with the weights of each observation |
print |
logical; if true, the summary of the harmonic fitted model will be printed. The default value is false. |
remove_trend |
logical; if true, the linear trend of time series will be removed before the the harmonic model is fitted. |
Value
A list with the following components:
res |
Residuals to the harmonic fit of the time series. |
t |
Observations times. |
R2 |
Adjusted R-Squared. |
MSE |
Mean Squared Error. |
coef |
Summary of the coefficients estimated by the harmonic model. |
Examples
data(clcep)
f1=0.060033386
#results=harmonicfit(file=clcep[,1:2],f1=f1)
#results$R2
#results$MSE
#results=harmonicfit(file=clcep[,1:2],f1=f1,nham=3)
#results$R2
#results$MSE
#results=harmonicfit(file=clcep[,1:2],f1=f1,weights=clcep[,3])
#results$R2
#results$MSE
[Package iAR version 1.3.1 Index]