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Basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancements are expected, and the maintainer cannot provide any support.
Version: | 1.1-3 |
Depends: | R (≥ 2.14.0) |
Imports: | methods |
Published: | 2020-11-25 |
DOI: | 10.32614/CRAN.package.partsm |
Author: | Javier Lopez-de-Lacalle [aut, cph], Matthieu Stigler [cre] |
Maintainer: | Matthieu Stigler <Matthieu.Stigler at gmail.com> |
License: | GPL-2 |
URL: | https://github.com/MatthieuStigler/partsm |
NeedsCompilation: | no |
Materials: | ChangeLog |
In views: | TimeSeries |
CRAN checks: | partsm results |
Reference manual: | partsm.pdf |
Vignettes: |
partsm vignette |
Package source: | partsm_1.1-3.tar.gz |
Windows binaries: | r-devel: partsm_1.1-3.zip, r-release: partsm_1.1-3.zip, r-oldrel: partsm_1.1-3.zip |
macOS binaries: | r-release (arm64): partsm_1.1-3.tgz, r-oldrel (arm64): partsm_1.1-3.tgz, r-release (x86_64): partsm_1.1-3.tgz, r-oldrel (x86_64): partsm_1.1-3.tgz |
Old sources: | partsm archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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