partsm: Periodic Autoregressive Time Series Models
This package performs basic functions to fit and predict
periodic autoregressive time series models. These models are
discussed in the book P.H. Franses (1996) "Periodicity and
Stochastic Trends in Economic Time Series", Oxford University
Press. Data set analyzed in that book is also provided. NOTE:
the package was orphaned during several years. It is now only
maintained, but no major enhancement are expected, and the
maintainer cannot provide any support.
| Version: |
1.1 |
| Depends: |
R (≥ 2.0.0), methods |
| Published: |
2012-04-25 |
| Author: |
Javier Lopez-de-Lacalle |
| Maintainer: |
Matthieu Stigler <Matthieu.Stigler at gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| In views: |
Econometrics, TimeSeries |
| CRAN checks: |
partsm results |
Downloads: