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.

Version: 1.6
Imports: corpcor, gnm, matlab, Matrix, signal, stats
Published: 2016-02-25
Author: Anna Dudek, Harry Hurd and Wioletta Wojtowicz
Maintainer: Wioletta Wojtowicz <wioletta.wojtowicz26 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: perARMA results

Downloads:

Reference manual: perARMA.pdf
Package source: perARMA_1.6.tar.gz
Windows binaries: r-devel: perARMA_1.6.zip, r-release: perARMA_1.6.zip, r-oldrel: perARMA_1.6.zip
OS X Snow Leopard binaries: NA
OS X Mavericks binaries: r-release: perARMA_1.6.tgz, r-oldrel: perARMA_1.6.tgz
Old sources: perARMA archive