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: 1.1-2
Depends: R (≥ 2.0.0)
Imports: methods
Published: 2014-03-30
Author: Javier Lopez-de-Lacalle
Maintainer: Matthieu Stigler <Matthieu.Stigler at>
License: GPL-2
NeedsCompilation: no
Materials: ChangeLog
In views: TimeSeries
CRAN checks: partsm results


Reference manual: partsm.pdf
Vignettes: partsm vignette
Package source: partsm_1.1-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: partsm_1.1-2.tgz
OS X Mavericks binaries: r-oldrel: partsm_1.1-2.tgz
Old sources: partsm archive


Please use the canonical form to link to this page.