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.


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Reference manual

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install.packages("perARMA")

1.6 by Wioletta Wojtowicz, 5 years ago


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


Authors: Anna Dudek , Harry Hurd and Wioletta Wojtowicz


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2.0) license


Imports corpcor, gnm, matlab, Matrix, signal, stats


See at CRAN