Classes and methods for modelling and simulation of
periodically correlated (PC) and periodically integrated time
series. Compute theoretical periodic autocovariances and related
properties of PC autoregressive moving average models. Some original
methods including Boshnakov & Iqelan (2009)
<doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996)
<doi:10.1111/j.1467-9892.1996.tb00281.x>.
| Version: |
0.15.2 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
methods, sarima, Matrix, BB, PolynomF (≥ 2.0-2), gbutils, zoo, xts, stats4, lagged (≥ 0.2.2), mcompanion, Rdpack (≥
0.9), lubridate |
| Suggests: |
testthat, fUnitRoots, partsm, knitr, rmarkdown |
| Published: |
2022-01-12 |
| Author: |
Georgi N. Boshnakov |
| Maintainer: |
Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: |
https://github.com/GeoBosh/pcts/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://geobosh.github.io/pcts/ (website)
https://github.com/GeoBosh/pcts/ (devel) |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
pcts results |