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perARMA

Periodic Time Series Analysis

Installation

About

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) doi:10.1002/9780470182833 Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) doi:10.1111/jtsa.12194 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) doi:10.1111/j.1467-9892.1994.tb00181.x Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) doi:10.1080/00401706.1985.10488076 Vecchia, A. (1985) doi:10.1111/j.1752-1688.1985.tb00167.x Jones, R., Brelsford, W. (1967) doi:10.1093/biomet/54.3-4.403 Makagon, A. (1999) Sakai, H. (1989) doi:10.1111/j.1467-9892.1991.tb00069.x Gladyshev, E. G. (1961) Ansley (1979) doi:10.1093/biomet/66.1.59 Hurd, H. L., Gerr, N. L. (1991) doi:10.1111/j.1467-9892.1991.tb00088.x.

Key Metrics

Version 1.7
Published 2023-11-17 169 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks perARMA results

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Maintainer

Maintainer

Karolina Marek

karolina.marek10@gmail.com

Authors

Anna Dudek

aut

Harry Hurd

aut

Wioletta Wojtowicz

aut

Karolina Marek

cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Old Sources

perARMA archive

Imports

corpcor
gnm
matlab
Matrix
signal
stats