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.


Reference manual

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1.6 by Wioletta Wojtowicz, 6 years ago

Browse source code at

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