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partsm (version 1.1-5)

Periodic Autoregressive Time Series Models

Description

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.

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Install

install.packages('partsm')

Monthly Downloads

479

Version

1.1-5

License

GPL-2

Issues

Pull Requests

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Repository

https://github.com/MatthieuStigler/partsm

Maintainer

Matthieu Stigler

Last Published

May 4th, 2026

Functions in partsm (1.1-5)

United Kingdom Total Consumption (1955.1-1988.4)

Real per Capita non-durables Consumption in Sweden (1963.1 - 1988.1)

United Kindom Exports of Goods and Services (1955.1-1988.4)

pred.piartsm Class

Methods for Function 'show' in Package 'partsm'

Real per Capita Disposable Income in Sweden (1963.1-1988.1)

Graphical Representation of the Periodically Differenced Data

summary-methods

Methods for Function 'summary' in Package 'partsm'

Plot of the Out-of-Sample Forecasts in a PIAR Model

Predictions for a Restricted Periodic Autoregressive Model

United Kindom Public Investment (1962.1-1988.4)

United Kindom Workforce (1955.1-1988.4)

Total Industrial Production Index for the United States (1960.1-1991.4)

Total Industrial Production Index for the United States (1960.1-1991.4). Seasonally Adjusted

United Kindom Imports of Goods and Services (1955.1-1988.4)

United Kingdom Gross Domestic Product (1955.1-1988.4)

United Kindom non-durables Consumption (1955.1-1988.4)

Real Total Investment in the United Kindom (1955.1-1988.4)

Fpari.piar.test

Test for a Parameter Restriction in a PAR Model.

Real GNP in Germany (1960.1-1990.4)

Unemployment in Canada. (1960.1-1987.4). Seasonally Adjusted

LRur.partsm Class

PAR.MVrepr-methods

Method for Building the Matrices for the Multivariate Representation of a PAR Model

Multivariate representation of a PAR model

Autocorrelation function for several transformations of the original data

Test for Periodic Variation in the Autoregressive Parameters

Test for the Significance of the p+1 Autoregressive Parameters in an AR(p) or PAR(p) Model

Likelihood Ratio Test for a Single Unit Root in a PAR(p) Model

Real GNP in Germany (1960.1-1990.4). Seasonally Adjusted

Ftest.partsm Class

Test for Seasonal Heteroskedasticity

fit.partsm Class

Fit an Autoregressive or Periodic Autoregressive Model

Fit a Periodically Integrated Autoregressive Model.

fit.piartsm Class

Unemployment in Canada (1960.1-1987.4)