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Identification, model fitting and estimation for time series with periodic structure. Additionally, procedures for simulation of periodic processes and real data sets are included. Hurd, H. L., Miamee, A. G. (2007) <doi:10.1002/9780470182833> Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) <doi:10.1111/jtsa.12194> Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8) Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543) Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6) Bloomfield, P., Hurd, H. L.,Lund, R. (1994) <doi:10.1111/j.1467-9892.1994.tb00181.x> Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) <doi:10.1080/00401706.1985.10488076> Vecchia, A. (1985) <doi:10.1111/j.1752-1688.1985.tb00167.x> Jones, R., Brelsford, W. (1967) <doi:10.1093/biomet/54.3-4.403> Makagon, A. (1999) <https://www.math.uni.wroc.pl/~pms/files/19.2/Article/19.2.5.pdf> Sakai, H. (1989) <doi:10.1111/j.1467-9892.1991.tb00069.x> Gladyshev, E. G. (1961) <https://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=dan&paperid=24851> Ansley (1979) <doi:10.1093/biomet/66.1.59> Hurd, H. L., Gerr, N. L. (1991) <doi:10.1111/j.1467-9892.1991.tb00088.x>.
| Version: | 1.7 |
| Imports: | corpcor, gnm, matlab, Matrix, signal, stats |
| Published: | 2023-11-17 |
| DOI: | 10.32614/CRAN.package.perARMA |
| Author: | Anna Dudek [aut], Harry Hurd [aut], Wioletta Wojtowicz [aut], Karolina Marek [cre] |
| Maintainer: | Karolina Marek <karolina.marek10 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | perARMA results |
| Reference manual: | perARMA.pdf |
| Package source: | perARMA_1.7.tar.gz |
| Windows binaries: | r-devel: perARMA_1.7.zip, r-release: perARMA_1.7.zip, r-oldrel: perARMA_1.7.zip |
| macOS binaries: | r-release (arm64): perARMA_1.7.tgz, r-oldrel (arm64): perARMA_1.7.tgz, r-release (x86_64): perARMA_1.7.tgz, r-oldrel (x86_64): perARMA_1.7.tgz |
| Old sources: | perARMA archive |
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