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Rsfar: Seasonal Functional Autoregressive Models

Tools for simulating, estimating and forecasting seasonal functional autoregressive (SFAR) time series of order one.

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Install

install.packages('Rsfar')

Monthly Downloads

203

Version

0.0.1

License

GPL (>= 2)

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Repository

https://github.com/haghbinh/Rsfar

Maintainer

Hossein Haghbin

Last Published

May 10th, 2021

Functions in Rsfar (0.0.1)

Create block diagonal matrix

Rsfar: A Package for Seasonal Functional Autoregressive Models.

Return inverse square root of square positive-definite matrix.

Prediction of an SFAR model

Simulation of a Seasonal Functional Autoregressive SFAR(1) process.

Estimation of an SFAR(1) Model