⚠️There's a newer version (1.1-3) of this package. Take me there.

partsm (version 1.1-2)

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. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancement are expected, and the maintainer cannot provide any support.

Copy Link

Version

Down Chevron

Install

install.packages('partsm')

Monthly Downloads

281

Version

1.1-2

License

GPL-2

Issues

Pull Requests

Stars

Forks

Last Published

March 30th, 2014

Functions in partsm (1.1-2)