mar1s: Multiplicative AR(1) with Seasonal Processes

Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.

Version: 2.1
Depends: cmrutils, fda, zoo
Published: 2013-10-27
Author: Andrey Paramonov
Maintainer: Andrey Paramonov <cmr.Pent at gmail.com>
License: GPL (≥ 3)
URL: http://aparamon.msk.ru/svn/study/R-packages/mar1s/
NeedsCompilation: no
In views: TimeSeries
CRAN checks: mar1s results

Downloads:

Reference manual: mar1s.pdf
Package source: mar1s_2.1.tar.gz
MacOS X binary: mar1s_2.1.tgz
Windows binary: mar1s_2.1.zip
Old sources: mar1s archive