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Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996) <doi:10.1111/j.1467-9892.1996.tb00281.x>.
| Version: | 0.15.7 |
| Depends: | R (≥ 3.5.0), methods |
| Imports: | sarima, Matrix (≥ 1.5-0), BB, PolynomF (≥ 2.0-2), gbutils, zoo, xts, stats4, lagged (≥ 0.2.2), mcompanion (≥ 0.5.8), Rdpack (≥ 0.9), lubridate |
| Suggests: | testthat, fUnitRoots, knitr, rmarkdown |
| Published: | 2023-11-25 |
| Author: | Georgi N. Boshnakov [aut, cre] |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: | https://github.com/GeoBosh/pcts/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://geobosh.github.io/pcts/ (doc) https://github.com/GeoBosh/pcts/ (devel) |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | pcts results |
| Reference manual: | pcts.pdf |
| Vignettes: |
pcts_data |
| Package source: | pcts_0.15.7.tar.gz |
| Windows binaries: | r-devel: pcts_0.15.7.zip, r-release: pcts_0.15.7.zip, r-oldrel: pcts_0.15.7.zip |
| macOS binaries: | r-release (arm64): pcts_0.15.7.tgz, r-oldrel (arm64): pcts_0.15.7.tgz, r-release (x86_64): pcts_0.15.7.tgz, r-oldrel (x86_64): pcts_0.15.7.tgz |
| Old sources: | pcts archive |
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