Package: perARMA 1.7

perARMA: Periodic Time Series Analysis

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>.

Authors:Anna Dudek [aut], Harry Hurd [aut], Wioletta Wojtowicz [aut], Karolina Marek [cre]

perARMA_1.7.tar.gz
perARMA_1.7.zip(r-4.5)perARMA_1.7.zip(r-4.4)perARMA_1.7.zip(r-4.3)
perARMA_1.7.tgz(r-4.4-any)perARMA_1.7.tgz(r-4.3-any)
perARMA_1.7.tar.gz(r-4.5-noble)perARMA_1.7.tar.gz(r-4.4-noble)
perARMA_1.7.tgz(r-4.4-emscripten)perARMA_1.7.tgz(r-4.3-emscripten)
perARMA.pdf |perARMA.html✨
perARMA/json (API)

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

27 exports 0.23 score 10 dependencies 23 scripts 285 downloads

Last updated 10 months agofrom:a858d91d2f. Checks:OK: 7. Indexed: yes.

Exports:ab2phthacfpacfacfpacf.acfacfpacf.pacfBcoeffBcoeffaloglikecloglikefmakeparmakeparmaparma_identparmafparmafilparmaresidperacfpermestperpacfpersigestperYWpgramphth2abppfcoeffabppfplotpredictperYWpredseriesR_w_mascoh

Dependencies:corpcorgnmlatticeMASSmatlabMatrixnnetqvcalcrelimpsignal