mar1s: Multiplicative AR(1) with Seasonal Processes

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.

Getting started

Package details

AuthorAndrey Paramonov
MaintainerAndrey Paramonov <paramon@acdlabs.ru>
LicenseGPL (>= 3)
Version2.1.1
URL https://github.com/aparamon/mar1s
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mar1s")

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mar1s documentation built on May 2, 2019, 3:40 p.m.