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.
|Date of publication||2014-03-30 21:50:34|
|Maintainer||Matthieu Stigler <Matthieu.Stigler@gmail.com>|
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...