Basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancements are expected, and the maintainer cannot provide any support.
|Author||Javier Lopez-de-Lacalle [aut, cph], Matthieu Stigler [cre] (<https://orcid.org/0000-0002-6802-4290>)|
|Maintainer||Matthieu Stigler <Matthieu.Stigler@gmail.com>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.