GeoBosh/pcts: Periodically Correlated and Periodically Integrated Time Series

Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996) <doi:10.1111/j.1467-9892.1996.tb00281.x>.

Getting started

Package details

AuthorGeorgi N. Boshnakov
MaintainerGeorgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
LicenseGPL (>= 2)
Version0.15.1
URL https://geobosh.github.io/pcts/ (website) https://github.com/GeoBosh/pcts/ (devel)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("GeoBosh/pcts")
GeoBosh/pcts documentation built on Nov. 12, 2020, 7:15 a.m.