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. Hurd, H. L., Miamee, A. G. (2007) Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8) Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543) Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6) Bloomfield, P., Hurd, H. L.,Lund, R. (1994) Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) Vecchia, A. (1985) Jones, R., Brelsford, W. (1967) Makagon, A. (1999) < https://www.math.uni.wroc.pl/~pms/files/19.2/Article/19.2.5.pdf> Sakai, H. (1989) Gladyshev, E. G. (1961) < https://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=dan&paperid=24851> Ansley (1979) Hurd, H. L., Gerr, N. L. (1991) .


Reference manual

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install.packages("perARMA")

1.7 by Karolina Marek, 3 years ago


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


Authors: Anna Dudek [aut] , Harry Hurd [aut] , Wioletta Wojtowicz [aut] , Karolina Marek [cre]


Documentation:   PDF Manual  


GPL (>= 2.0) license


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


See at CRAN