Periodic Autoregressive Time Series Models

Basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancements are expected, and the maintainer cannot provide any support.


Reference manual

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1.1-3 by Matthieu Stigler, a year ago

Browse source code at

Authors: Javier Lopez-de-Lacalle [aut, cph] , Matthieu Stigler [cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-2 license

Imports methods

Suggested by pcts.

See at CRAN