perARMA: Package for Periodic Time Series Analysis

The package includes procedures for identification, model fitting and estimation for time series with periodic structure. Additionally procedures for simulation of periodic processes and real data sets are included.

Version: 1.5
Depends: R (≥ 2.12.2)
Imports: corpcor, gnm, matlab, Matrix, signal
Published: 2013-03-01
Author: Anna Dudek, Harry Hurd and Wioletta Wojtowicz
Maintainer: Wioletta Wojtowicz <wwojtowi at agh.edu.pl>
License: GPL (≥ 2.0)
NeedsCompilation: no
In views: TimeSeries
CRAN checks: perARMA results

Downloads:

Package source: perARMA_1.5.tar.gz
MacOS X binary: perARMA_1.5.tgz
Windows binary: perARMA_1.5.zip
Reference manual: perARMA.pdf
Old sources: perARMA archive