perARMA (version 1.7)

Periodic Time Series Analysis

Description

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) Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) 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) Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) Vecchia, A. (1985) Jones, R., Brelsford, W. (1967) Makagon, A. (1999) Sakai, H. (1989) Gladyshev, E. G. (1961) Ansley (1979) Hurd, H. L., Gerr, N. L. (1991) .

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install.packages('perARMA')

Monthly Downloads

237

Version

1.7

License

GPL (>= 2.0)

Maintainer

Last Published

November 17th, 2023

Functions in perARMA (1.7)