partsm: Periodic Autoregressive Time Series Models

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
http://github.com/MatthieuStigler/partsm

View on CRAN

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

acf.ext1 Man page
canun Man page
canunsa Man page
fit.ar.par Man page
fit.partsm-class Man page
fit.piar Man page
fit.piartsm-class Man page
Fnextp.test Man page
Fpari.piar.test Man page
Fpar.test Man page
Fsh.test Man page
Ftest.partsm-class Man page
gergnp Man page
gergnpsa Man page
LRurpar.test Man page
LRur.partsm-class Man page
MVPAR-class Man page
MVPIAR-class Man page
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
plotpdiff Man page
plotpredpiar Man page
predictpiar Man page
pred.piartsm-class Man page
show,ANY-method Man page
show,classRepresentation-method Man page
show,fit.partsm-method Man page
show,fit.piartsm-method Man page
show,Ftest.partsm-method Man page
show,genericFunction-method Man page
show,LRur.partsm-method Man page
show,MethodDefinition-method Man page
show-methods Man page
show,MethodWithNext-method Man page
show,MVPAR-method Man page
show,MVPIAR-method Man page
show,ObjectsWithPackage-method Man page
show,pred.piartsm-method Man page
show,traceable-method Man page
summary,ANY-method Man page
summary,fit.partsm-method Man page
summary,fit.piartsm-method Man page
summary,Ftest.partsm-method Man page
summary,LRur.partsm-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

Files

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

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