Multiplicative AR(1) with Seasonal Processes

Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.


Reference manual

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2.1.1 by Andrey Paramonov, 3 years ago

Browse source code at

Authors: Andrey Paramonov

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 3) license

Depends on cmrutils, fda, zoo

See at CRAN