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mar1s (version 2.1.1)

Multiplicative AR(1) with Seasonal Processes

Description

Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.

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Install

install.packages('mar1s')

Monthly Downloads

197

Version

2.1.1

License

GPL (>= 3)

Issues

0

Pull Requests

0

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0

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Maintainer

Andrey Paramonov

Last Published

August 18th, 2018

Functions in mar1s (2.1.1)

sim.mar1s

Simulate from MAR(1)S Process
fit.mar1s

Fit Multiplicative AR(1) with Seasonal Process to Data
compose.ar1

Compose and Decompose AR(1) Process
forest.fire

Forest fire in Irkutsk region, USSR: historical data
mar1s-internal

Internal mar1s objects
seasonal.ave

Averaged Seasonal Component of Time Series
nesterov.index

Nesterov index in Irkutsk region, USSR: historical data
compose.mar1s

Compose and Decompose MAR(1)S Process
seasonal.smooth

Smooth Seasonal Component of Time Series