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: 2.1.1
Depends: cmrutils, fda, zoo
Published: 2018-08-18
Author: Andrey Paramonov
Maintainer: Andrey Paramonov <paramon at acdlabs.ru>
License: GPL (≥ 3)
URL: https://github.com/aparamon/mar1s
NeedsCompilation: no
In views: TimeSeries
CRAN checks: mar1s results

Downloads:

Reference manual: mar1s.pdf
Package source: mar1s_2.1.1.tar.gz
Windows binaries: r-devel: mar1s_2.1.zip, r-release: mar1s_2.1.zip, r-oldrel: mar1s_2.1.1.zip
OS X binaries: r-release: mar1s_2.1.tgz, r-oldrel: mar1s_2.1.tgz
Old sources: mar1s archive

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