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.


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install.packages("mar1s")

2.1.1 by Andrey Paramonov, 3 years ago


https://github.com/aparamon/mar1s


Browse source code at https://github.com/cran/mar1s


Authors: Andrey Paramonov


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 3) license


Depends on cmrutils, fda, zoo


See at CRAN