CRAN/E | pcts

pcts

Periodically Correlated and Periodically Integrated Time Series

Installation

About

Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) doi:10.1111/j.1467-9892.2009.00617.x, Boshnakov (1996) doi:10.1111/j.1467-9892.1996.tb00281.x.

geobosh.github.io/pcts/ (doc) https://github.com/GeoBosh/pcts/ (devel)
geobosh.github.io/pcts/ (doc) https://github.com/GeoBosh/pcts/ (devel)
Bug report File report

Key Metrics

Version 0.15.7
R ≥ 3.5.0
Published 2023-11-25 151 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks pcts results

Downloads

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Last 30 days 323 -11%
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Last 365 days 4.950 -31%

Maintainer

Maintainer

Georgi N. Boshnakov

georgi.boshnakov@manchester.ac.uk

Authors

Georgi N. Boshnakov

aut / cre

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

pcts_data

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

pcts archive

Depends

R ≥ 3.5.0
methods

Imports

sarima
Matrix ≥ 1.5-0
BB
PolynomF ≥ 2.0-2
gbutils
zoo
xts
stats4
lagged ≥ 0.2.2
mcompanion ≥ 0.5.8
Rdpack ≥ 0.9
lubridate

Suggests

testthat
fUnitRoots
knitr
rmarkdown