partsm: Periodic Autoregressive Time Series Models
Version 1.1-2

This package performs 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 enhancement are expected, and the maintainer cannot provide any support.

AuthorJavier Lopez-de-Lacalle
Date of publication2014-03-30 21:50:34
MaintainerMatthieu Stigler <Matthieu.Stigler@gmail.com>
LicenseGPL-2
Version1.1-2
URL http://github.com/MatthieuStigler/partsm
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("partsm")

Popular man pages

fit.ar.par: Fit an Autoregressive or Periodic Autoregressive Model
fit.piar: Fit a Periodically Integrated Autoregressive Model.
LRur.partsm-class: LRur.partsm Class
show-methods: Methods for Function 'show' in Package 'partsm'
ukpinvest: United Kindom Public Investment (1962.1-1988.4)
ukwf: United Kindom Workforce (1955.1-1988.4)
usaipi: Total Industrial Production Index for the United States...
See all...

All man pages Function index File listing

Man pages

acf.ext1: Autocorrelation function for several transformations of the...
canun: Unemployment in Canada (1960.1-1987.4)
canunsa: Unemployment in Canada. (1960.1-1987.4). Seasonally Adjusted
fit.ar.par: Fit an Autoregressive or Periodic Autoregressive Model
fit.partsm-class: fit.partsm Class
fit.piar: Fit a Periodically Integrated Autoregressive Model.
fit.piartsm-class: fit.piartsm Class
Fnextp.test: Test for the Significance of the p+1 Autoregressive...
Fpari.piar.test: Test for a Parameter Restriction in a PAR Model.
Fpar.test: Test for Periodic Variation in the Autoregressive Parameters
Fsh.test: Test for Seasonal Heteroskedasticity
Ftest.partsm-class: Ftest.partsm Class
gergnp: Real GNP in Germany (1960.1-1990.4)
gergnpsa: Real GNP in Germany (1960.1-1990.4). Seasonally Adjusted
LRurpar.test: Likelihood Ratio Test for a Single Unit Root in a PAR(p)...
LRur.partsm-class: LRur.partsm Class
MVPAR-class: MVPAR Class
MVPIAR-class: MVPIAR Class
PAR.MVrepr: Multivariate representation of a PAR model
PAR.MVrepr-method: Method for Building the Matrices for the Multivariate...
plotpdiff: Graphical Representation of the Periodically Differenced Data
plotpredpiar: Plot of the Out-of-Sample Forecasts in a PIAR Model
predictpiar: Predictions for a Restricted Periodic Autoregressive Model
pred.piartsm-class: pred.piartsm Class
show-methods: Methods for Function 'show' in Package 'partsm'
summary-methods: Methods for Function 'summary' in Package 'partsm'
swdipc: Real per Capita Disposable Income in Sweden (1963.1-1988.1)
swndcpc: Real per Capita non-durables Consumption in Sweden (1963.1 -...
ukcons: United Kingdom Total Consumption (1955.1-1988.4)
ukexp: United Kindom Exports of Goods and Services (1955.1-1988.4)
ukgdp: United Kingdom Gross Domestic Product (1955.1-1988.4)
ukimp: United Kindom Imports of Goods and Services (1955.1-1988.4)
ukinvest: Real Total Investment in the United Kindom (1955.1-1988.4)
ukndcons: United Kindom non-durables Consumption (1955.1-1988.4)
ukpinvest: United Kindom Public Investment (1962.1-1988.4)
ukwf: United Kindom Workforce (1955.1-1988.4)
usaipi: Total Industrial Production Index for the United States...
usaipisa: Total Industrial Production Index for the United States...

Functions

Dummy Source code
Fnextp.test Man page Source code
Fpar.test Man page Source code
Fpari.piar.test Man page Source code
Fsh.test Man page Source code
Ftest.partsm-class Man page
LRur.partsm-class Man page
LRurpar.test Man page Source code
MVPAR-class Man page
MVPIAR-class Man page
Msts Source code
PAR.MV Source code
PAR.MVrepr Source code
PAR.MVrepr Man page
PAR.MVrepr,ANY-method Man page
PAR.MVrepr,fit.partsm-method Man page
PAR.MVrepr,fit.piartsm-method Man page
PAR.MVrepr-methods Man page
SeasDummy Source code
acf.ext1 Man page Source code
bbplot Source code
canun Man page
canunsa Man page
fit.ar.par Man page Source code
fit.partsm-class Man page
fit.piar Man page Source code
fit.piartsm-class Man page
gergnp Man page
gergnpsa Man page
plotpdiff Man page Source code
plotpredpiar Man page Source code
pred.piartsm-class Man page
predictpiar Man page Source code
ret Source code
show,ANY-method Man page
show,Ftest.partsm-method Man page
show,LRur.partsm-method Man page
show,MVPAR-method Man page
show,MVPIAR-method Man page
show,MethodDefinition-method Man page
show,MethodWithNext-method Man page
show,ObjectsWithPackage-method Man page
show,classRepresentation-method Man page
show,fit.partsm-method Man page
show,fit.piartsm-method Man page
show,genericFunction-method Man page
show,pred.piartsm-method Man page
show,traceable-method Man page
show-methods Man page
summary,ANY-method Man page
summary,Ftest.partsm-method Man page
summary,LRur.partsm-method Man page
summary,fit.partsm-method Man page
summary,fit.piartsm-method Man page
summary-methods Man page
swdipc Man page
swndcpc Man page
ukcons Man page
ukexp Man page
ukgdp Man page
ukimp Man page
ukinvest Man page
ukndcons Man page
ukpinvest Man page
ukwf Man page
usaipi Man page
usaipisa Man page
ysooys Source code

Files

inst
inst/ChangeLog
inst/doc
inst/doc/partsm.pdf
inst/doc/partsm.R
inst/doc/partsm.Rnw
tests
tests/partsm_examples.Rout.save
tests/partsm_examples.R
NAMESPACE
data
data/swdipc.rda
data/gergnpsa.rda
data/usaipi.rda
data/ukimp.rda
data/gergnp.rda
data/usaipisa.rda
data/ukwf.rda
data/swndcpc.rda
data/ukexp.rda
data/canunsa.rda
data/canun.rda
data/ukinvest.rda
data/ukndcons.rda
data/ukcons.rda
data/ukgdp.rda
data/ukpinvest.rda
R
R/partsm.R
R/bbplot.R
R/plotpdiff.R
vignettes
vignettes/partsm.Rnw
vignettes/partsm.bib
vignettes/partsm.cls
vignettes/agsm.bst
MD5
build
build/vignette.rds
DESCRIPTION
man
man/summary-methods.Rd
man/LRurpar.test.Rd
man/predictpiar.Rd
man/plotpredpiar.Rd
man/Fpar.test.Rd
man/fit.partsm-class.Rd
man/PAR.MVrepr-method.Rd
man/fit.piar.Rd
man/Fsh.test.Rd
man/acf.ext1.Rd
man/swdipc.Rd
man/ukwf.Rd
man/usaipi.Rd
man/canunsa.Rd
man/gergnpsa.Rd
man/LRur.partsm-class.Rd
man/ukinvest.Rd
man/ukcons.Rd
man/MVPIAR-class.Rd
man/canun.Rd
man/ukimp.Rd
man/Ftest.partsm-class.Rd
man/usaipisa.Rd
man/ukgdp.Rd
man/Fpari.piar.test.Rd
man/plotpdiff.Rd
man/pred.piartsm-class.Rd
man/ukexp.Rd
man/Fnextp.test.Rd
man/MVPAR-class.Rd
man/ukndcons.Rd
man/ukpinvest.Rd
man/PAR.MVrepr.Rd
man/gergnp.Rd
man/swndcpc.Rd
man/fit.piartsm-class.Rd
man/fit.ar.par.Rd
man/show-methods.Rd
INDEX
partsm documentation built on May 19, 2017, 11:01 a.m.

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