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partsm (version 1.0-1)

Periodic Autoregressive Time Series Models

Description

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.

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Version

Install

install.packages('partsm')

Monthly Downloads

261

Version

1.0-1

License

GPL version 2 or newer. The terms of this license are in a file called COPYING which you should have received with R.

Maintainer

ORPHANED

Last Published

April 21st, 2025

Functions in partsm (1.0-1)

canun

Unemployment in Canada (1960.1-1987.4)
fit.ar.par

Fit an Autoregressive or Periodic Autoregressive Model
LRur.partsm

LRur.partsm Class
plotpredpiar

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

United Kindom Public Investment (1962.1-1988.4)
canunsa

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

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

Test for Seasonal Heteroskedasticity
MVPIAR-class

MVPIAR Class
usaipi

Total Industrial Production Index for the United States (1960.1-1991.4)
PAR.MVrepr-methods

Method for Building the Matrices for the Multivariate Representation of a PAR Model
fit.piar

Fit a Periodically Integrated Autoregressive Model.
ukcons

United Kingdom Total Consumption (1955.1-1988.4)
acf.ext1

Autocorrelation function for several transformations of the original data
Fpar.test

Test for Periodic Variation in the Autoregressive Parameters
Fpari.piar.test

Test for a Parameter Restriction in a PAR Model.
plotpdiff

Graphical Representation of the Periodically Differenced Data
gergnp

Real GNP in Germany (1960.1-1990.4)
fit.piartsm

fit.piartsm Class
ukwf

United Kindom Workforce (1955.1-1988.4)
Fnextp.test

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

Predictions for a Restricted Periodic Autoregressive Model
usaipisa

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

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

fit.partsm Class
ukexp

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

Ftest.partsm Class
ukgdp

United Kingdom Gross Domestic Product (1955.1-1988.4)
swndcpc

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

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

United Kindom non-durables Consumption (1955.1-1988.4)
ukimp

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

Methods for Function 'summary' in Package 'partsm'
pred.piartsm

pred.piartsm Class
gergnpsa

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

Methods for Function 'show' in Package 'partsm'
MVPAR-class

MVPAR Class