perARMA: Periodic Time Series Analysis
Version 1.6

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

AuthorAnna Dudek, Harry Hurd and Wioletta Wojtowicz
Date of publication2016-02-25 22:49:40
MaintainerWioletta Wojtowicz <wioletta.wojtowicz26@gmail.com>
LicenseGPL (>= 2.0)
Version1.6
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("perARMA")

Getting started

Package overview

Popular man pages

acfpacf: Plotting usual ACF and PACF
Bcoeff: Fourier representation of covariance function
parmafil: PARMA filtration
peracf: Periodic ACF function
pgram: Plotting the periodogram of time series
predictperYW: Prediction for PAR model
scoh: Plotting the squared coherence statistic of time series
See all...

All man pages Function index File listing

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...

Functions

Files

NAMESPACE
demo
demo/00Index
demo/perARMA.R
data
data/volumes.sep.rda
data/arosa.rda
data/volumes.rda
R
R/acfpacf.R
R/predictperYW.R
R/R_w.R
R/parmafil.R
R/makepar.R
R/B2R.R
R/parmaf.R
R/Bcoeff.R
R/persigest.R
R/ppfcoeffab.R
R/nancorr.R
R/parmaresid.R
R/predseries.R
R/loglikec.R
R/acfpacf.acf.R
R/makeparma.R
R/ppfplot.R
R/permest.R
R/RparmaT.R
R/R_w_ma.R
R/peracf.R
R/loglikef.R
R/phth2ab.R
R/pgram.R
R/scoh.R
R/perYW.R
R/Bcoeffa.R
R/rho.constant.test.R
R/ab2phth.R
R/parma_ident.R
R/rho.zero.test.R
R/acfpacf.pacf.R
R/rhoci.R
R/perpacf.R
MD5
DESCRIPTION
man
man/volumes.sep.Rd
man/volumes.Rd
man/Bcoeff.Rd
man/pgram.Rd
man/parmaf.Rd
man/perpacf.Rd
man/persigest.Rd
man/ab2phth.Rd
man/loglikec.Rd
man/parmafil.Rd
man/R_w_ma.Rd
man/arosa.Rd
man/perARMA-package.Rd
man/parma_ident.Rd
man/peracf.Rd
man/scoh.Rd
man/acfpacf.Rd
man/parmaresid.Rd
man/permest.Rd
man/loglikef.Rd
man/predictperYW.Rd
man/makeparma.Rd
man/perYW.Rd
perARMA documentation built on May 20, 2017, 4:20 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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