perARMA: Periodic Time Series Analysis

Identification, model fitting and estimation for time series with periodic structure. Additionally, procedures for simulation of periodic processes and real data sets are included. Hurd, H. L., Miamee, A. G. (2007) <doi:10.1002/9780470182833> Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) <doi:10.1111/jtsa.12194> Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8) Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543) Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6) Bloomfield, P., Hurd, H. L.,Lund, R. (1994) <doi:10.1111/j.1467-9892.1994.tb00181.x> Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) <doi:10.1080/00401706.1985.10488076> Vecchia, A. (1985) <doi:10.1111/j.1752-1688.1985.tb00167.x> Jones, R., Brelsford, W. (1967) <doi:10.1093/biomet/54.3-4.403> Makagon, A. (1999) <> Sakai, H. (1989) <doi:10.1111/j.1467-9892.1991.tb00069.x> Gladyshev, E. G. (1961) <> Ansley (1979) <doi:10.1093/biomet/66.1.59> Hurd, H. L., Gerr, N. L. (1991) <doi:10.1111/j.1467-9892.1991.tb00088.x>.

Version: 1.7
Imports: corpcor, gnm, matlab, Matrix, signal, stats
Published: 2023-11-17
DOI: 10.32614/CRAN.package.perARMA
Author: Anna Dudek [aut], Harry Hurd [aut], Wioletta Wojtowicz [aut], Karolina Marek [cre]
Maintainer: Karolina Marek <karolina.marek10 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: perARMA results


Reference manual: perARMA.pdf


Package source: perARMA_1.7.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): perARMA_1.7.tgz, r-oldrel (arm64): perARMA_1.7.tgz, r-release (x86_64): perARMA_1.7.tgz, r-oldrel (x86_64): perARMA_1.7.tgz
Old sources: perARMA archive


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