partsm (1.1-2)

0 users

Periodic Autoregressive Time Series Models.

This package performs 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 enhancement are expected, and the maintainer cannot provide any support.

Maintainer: Mathtieu Stigler
Author(s): Javier Lopez-de-Lacalle

License: GPL-2

Uses: Does not use any package

Released over 5 years ago.

2 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of partsm yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter(20 best matches, based on common tags.)

Search for partsm on google, google scholar, r-help, r-devel.

Visit partsm on R Graphical Manual.