perARMA: Periodic Time Series Analysis

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Identification, model fitting and estimation for time series with periodic structure. Additionally procedures for simulation of periodic processes and real data sets are included.

Author
Anna Dudek, Harry Hurd and Wioletta Wojtowicz
Date of publication
2016-02-25 22:49:40
Maintainer
Wioletta Wojtowicz <wioletta.wojtowicz26@gmail.com>
License
GPL (>= 2.0)
Version
1.6

View on CRAN

Man pages

ab2phth
Fourier representation of real matrix
acfpacf
Plotting usual ACF and PACF
arosa
Monthly stratospheric ozone, Arosa
Bcoeff
Fourier representation of covariance function
loglikec
Calculation of the logarithm of likelihood function
loglikef
Calculation of the logarithm of likelihood function (using...
makeparma
Simulation of PARMA sequence
parmaf
PARMA coefficients estimation
parmafil
PARMA filtration
parma_ident
Identification of PC-T structure
parmaresid
Computing residuals of PARMA series
peracf
Periodic ACF function
perARMA-package
Periodic Time Series Analysis and Modeling
permest
Periodic Mean Estimation
perpacf
Periodic PACF function
persigest
Periodic standard deviations
perYW
Yule-Walker estimators of PAR model
pgram
Plotting the periodogram of time series
predictperYW
Prediction for PAR model
R_w_ma
Covariance matrix for PARMA model (conditional)
scoh
Plotting the squared coherence statistic of time series
volumes
Volumes of energy, Nord Pool Spot Exchange
volumes.sep
Volumes of energy, Nord Pool Spot Exchange, from 1st and 2nd...

Files in this package

perARMA
perARMA/NAMESPACE
perARMA/demo
perARMA/demo/00Index
perARMA/demo/perARMA.R
perARMA/data
perARMA/data/volumes.sep.rda
perARMA/data/arosa.rda
perARMA/data/volumes.rda
perARMA/R
perARMA/R/acfpacf.R
perARMA/R/predictperYW.R
perARMA/R/R_w.R
perARMA/R/parmafil.R
perARMA/R/makepar.R
perARMA/R/B2R.R
perARMA/R/parmaf.R
perARMA/R/Bcoeff.R
perARMA/R/persigest.R
perARMA/R/ppfcoeffab.R
perARMA/R/nancorr.R
perARMA/R/parmaresid.R
perARMA/R/predseries.R
perARMA/R/loglikec.R
perARMA/R/acfpacf.acf.R
perARMA/R/makeparma.R
perARMA/R/ppfplot.R
perARMA/R/permest.R
perARMA/R/RparmaT.R
perARMA/R/R_w_ma.R
perARMA/R/peracf.R
perARMA/R/loglikef.R
perARMA/R/phth2ab.R
perARMA/R/pgram.R
perARMA/R/scoh.R
perARMA/R/perYW.R
perARMA/R/Bcoeffa.R
perARMA/R/rho.constant.test.R
perARMA/R/ab2phth.R
perARMA/R/parma_ident.R
perARMA/R/rho.zero.test.R
perARMA/R/acfpacf.pacf.R
perARMA/R/rhoci.R
perARMA/R/perpacf.R
perARMA/MD5
perARMA/DESCRIPTION
perARMA/man
perARMA/man/volumes.sep.Rd
perARMA/man/volumes.Rd
perARMA/man/Bcoeff.Rd
perARMA/man/pgram.Rd
perARMA/man/parmaf.Rd
perARMA/man/perpacf.Rd
perARMA/man/persigest.Rd
perARMA/man/ab2phth.Rd
perARMA/man/loglikec.Rd
perARMA/man/parmafil.Rd
perARMA/man/R_w_ma.Rd
perARMA/man/arosa.Rd
perARMA/man/perARMA-package.Rd
perARMA/man/parma_ident.Rd
perARMA/man/peracf.Rd
perARMA/man/scoh.Rd
perARMA/man/acfpacf.Rd
perARMA/man/parmaresid.Rd
perARMA/man/permest.Rd
perARMA/man/loglikef.Rd
perARMA/man/predictperYW.Rd
perARMA/man/makeparma.Rd
perARMA/man/perYW.Rd