Hi,
I am studying frequency the seasonal cycle of a time-series that I believe
includes also an AR (1) component. I would be interested in estimating
frequency, amplitude and phase of the main seasonal cycle of the parameter
of the AR component. I have preliminary estimates of the seasonal parameters
(based on nls fitting of amplitude*cos(frequency*t-phase) assuming iid
errors) and of the AR parameter (based on ar.yw of the data). I would
however like to fit both components simultaneously since they confound each
other if estimated separately (resembling a mixed spectrum problem).
Is there a function in R that allows an autoregressive component to be
included in a nonlinear (on frequency) regression? Alternatively
(additionally), is there any package handling mixed spectrum estimation?
Thanks in advance for any suggestions,
Nuno
______________________________________________
Instituto de Oceanografia - FCUL, Portugal
Center for Quantitative Fisheries Ecology - ODU, USA
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