partialAR: Partial Autoregression

Fits time series models which consist of a sum of a permanent and a transient component.

Version: 1.0.5
Imports: Rcpp (≥ 0.11.2), zoo, parallel, ggplot2, grid, MASS, tseries, data.table, FKF, urca, plot3D
LinkingTo: Rcpp
Suggests: egcm, TTR
Published: 2015-02-04
Author: Matthew Clegg [aut, cre, cph]
Maintainer: Matthew Clegg <matthewcleggphd at gmail.com>
License: GPL-2 | GPL-3
NeedsCompilation: yes
Materials: README
CRAN checks: partialAR results

Downloads:

Reference manual: partialAR.pdf
Package source: partialAR_1.0.5.tar.gz
Windows binaries: r-devel: partialAR_1.0.5.zip, r-release: partialAR_1.0.5.zip, r-oldrel: partialAR_1.0.5.zip
OS X Mavericks binaries: r-release: partialAR_1.0.5.tgz, r-oldrel: partialAR_1.0.5.tgz
Old sources: partialAR archive

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