lsqr {TSSS} | R Documentation |
Compute Regression coefficients of the model with minimum AIC.
lsqr(y, lag = 10, plot = TRUE, ...)
y |
a univariate time series. |
lag |
number of sine and cosine terms. |
plot |
logical. If |
... |
further arguments to be passed to |
An object of class "lsqr"
, which is a list with the following
elements:
aic |
AIC's of the model with order 0,…,k ( = 2 |
sigma2 |
residual variance of the model with order 0,…,k. |
maice.order |
order of minimum AIC. |
regress |
regression coefficients of the model. |
tripoly |
trigonometric polynomial. |
Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.
# The daily maximum temperatures for Tokyo data(Temperature) lsqr(Temperature)