perARMA: 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) <doi:10.1002/9780470182833> Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) <doi:10.1111/jtsa.12194> 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) <doi:10.1111/j.1467-9892.1994.tb00181.x> Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) <doi:10.1080/00401706.1985.10488076> Vecchia, A. (1985) <doi:10.1111/j.1752-1688.1985.tb00167.x> Jones, R., Brelsford, W. (1967) <doi:10.1093/biomet/54.3-4.403> Makagon, A. (1999) <https://www.math.uni.wroc.pl/~pms/files/19.2/Article/19.2.5.pdf> Sakai, H. (1989) <doi:10.1111/j.1467-9892.1991.tb00069.x> Gladyshev, E. G. (1961) <https://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=dan&paperid=24851> Ansley (1979) <doi:10.1093/biomet/66.1.59> Hurd, H. L., Gerr, N. L. (1991) <doi:10.1111/j.1467-9892.1991.tb00088.x>.

Version:	1.7
Imports:	corpcor, gnm, matlab, Matrix, signal, stats
Published:	2023-11-17
DOI:	10.32614/CRAN.package.perARMA
Author:	Anna Dudek [aut], Harry Hurd [aut], Wioletta Wojtowicz [aut], Karolina Marek [cre]
Maintainer:	Karolina Marek <karolina.marek10 at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation:	no
In views:	TimeSeries
CRAN checks:	perARMA results

Documentation:

Reference manual:

perARMA.pdf

Downloads:

Package source:	perARMA_1.7.tar.gz
Windows binaries:	r-devel: perARMA_1.7.zip, r-release: perARMA_1.7.zip, r-oldrel: perARMA_1.7.zip
macOS binaries:	r-release (arm64): perARMA_1.7.tgz, r-oldrel (arm64): perARMA_1.7.tgz, r-release (x86_64): perARMA_1.7.tgz, r-oldrel (x86_64): perARMA_1.7.tgz
Old sources:	perARMA archive

Linking:

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