gergnpsa

<p>Real GNP in Germany. Sample: 1960.1 - 1990.4. Remark: Seasonally Adjusted. This time series is part of
    the data set used in the book Franses (1996).</p>

datagen

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.

Matthieu Stigler

partsm

Periodic Autoregressive Time Series Models

Javier Lopez-de-Lacalle

gergnpsa function

<p>An object of class 'ts' containing the data.</p>

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

Description

Usage

Arguments

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References