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perARMA (version 1.7)

Periodic Time Series Analysis

Description

Identification, model fitting and estimation for time series with periodic structure. Additionally, procedures for simulation of periodic processes and real data sets are included. Hurd, H. L., Miamee, A. G. (2007) Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8) Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543) Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6) Bloomfield, P., Hurd, H. L.,Lund, R. (1994) Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) Vecchia, A. (1985) Jones, R., Brelsford, W. (1967) Makagon, A. (1999) Sakai, H. (1989) Gladyshev, E. G. (1961) Ansley (1979) Hurd, H. L., Gerr, N. L. (1991) .

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Version

Install

install.packages('perARMA')

Monthly Downloads

263

Version

1.7

License

GPL (>= 2.0)

Maintainer

Karolina Marek

Last Published

November 17th, 2023