mar1s: Multiplicative AR(1) with Seasonal Processes

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Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.

Author
Andrey Paramonov
Date of publication
2013-10-27 16:42:13
Maintainer
Andrey Paramonov <cmr.Pent@gmail.com>
License
GPL (>= 3)
Version
2.1
URLs

View on CRAN

Man pages

compose.ar1
Compose and Decompose AR(1) Process
compose.mar1s
Compose and Decompose MAR(1)S Process
fit.mar1s
Fit Multiplicative AR(1) with Seasonal Process to Data
forest.fire
Forest fire in Irkutsk region, USSR: historical data
mar1s-internal
Internal mar1s objects
mar1s-package
Multiplicative AR(1) with Seasonal Processes
nesterov.index
Nesterov index in Irkutsk region, USSR: historical data
seasonal.ave
Averaged Seasonal Component of Time Series
seasonal.smooth
Smooth Seasonal Component of Time Series
sim.mar1s
Simulate from MAR(1)S Process

Files in this package

mar1s
mar1s/COPYING
mar1s/NAMESPACE
mar1s/data
mar1s/data/forest.fire.rda
mar1s/data/nesterov.index.rda
mar1s/R
mar1s/R/compose.ar1.R
mar1s/R/predict.mar1s.R
mar1s/R/decompose.mar1s.R
mar1s/R/fit.mar1s.R
mar1s/R/decompose.ar1.R
mar1s/R/seasonal.smooth.R
mar1s/R/mar1s-internal.R
mar1s/R/compose.mar1s.R
mar1s/R/sim.mar1s.R
mar1s/R/seasonal.ave.R
mar1s/MD5
mar1s/DESCRIPTION
mar1s/man
mar1s/man/fit.mar1s.Rd
mar1s/man/sim.mar1s.Rd
mar1s/man/seasonal.ave.Rd
mar1s/man/seasonal.smooth.Rd
mar1s/man/mar1s-internal.Rd
mar1s/man/forest.fire.Rd
mar1s/man/compose.mar1s.Rd
mar1s/man/nesterov.index.Rd
mar1s/man/mar1s-package.Rd
mar1s/man/compose.ar1.Rd