Modelling Periodically Correlated and Periodically Integrated Time Series

allSeasons | Get names of seasons |

AnyTimeSeries-class | Class AnyTimeSeries |

autocorrelations-methods | Compute autocorrelations and periodic autocorrelations |

autocovariances-methods | Compute autocovariances and periodic autocovariances |

availStart | Time of first or last non-NA value |

BareCycle-class | Class BareCycle |

BasicCycle-class | Class BasicCycle |

BuiltinCycle | Create cycle objects from the builtin cycle classes |

BuiltinCycle-class | Class '"BuiltinCycle"' and its subclasses in package 'pcts' |

Cyclic-class | Class '"Cyclic"' |

dataFranses1996 | Example data from Franses (1996) |

ex1f | An example PAR autocorrelation function |

filterCoef-methods | Get the coefficients of a periodic filter |

fitPM | Fit periodic time series models |

FittedPeriodicArModel-class | ~~ Dummy title ~~ |

head-methods | Methods for function head() in package pcts |

LegacyPeriodicFilterModel-class | ~~ Dummy title ~~ |

maxLag-methods | Methods for function maxLag() in package 'pcts' |

mcOptimCore-class | ~~ Dummy title ~~ |

mC.ss | Create environment for mc-fitting |

modelCycle | Get the cycle of a periodic object |

ModelCycleSpec-class | ~~ Dummy title ~~ |

nCycles | Basic time information about periodic time series |

nSeasons-methods | Number of seasons for a periodic object |

num2pcpar | Fit PAR model using sample autocorrelations |

parcovmatlist | Compute asymptotic covariance matrix for PAR model |

PartialPeriodicAutocorrelations-class | ~~ Dummy title ~~ |

pc.acf2model | Fit a PC-ARMA model to a periodic autocovariance function |

pcacfMat | Compute PAR autocovariance matrix |

pcalg1 | Periodic Levinson-Durbin algorithm |

pcalg1util | Give partial periodic autocorrelations or other partial... |

pcAR2acf | Compute periodic autocorrelations from PAR coefficients |

pcarma_solve | Functions to compute various characteristics of a PCARMA... |

pcAr.ss | Compute the sum of squares for a given PAR model |

pcCycle-methods | Create or extract Cycle objects |

pc.filter | Applies a periodic ARMA filter to a time series |

pc.filter.xarma | Filter time series with periodic arma filters |

pc.hat.h | function to compute estimates of the h weights |

pclsdf | Fit PAR models using least squares |

pclspiar | Fit a periodically integrated autoregressive model |

pc.modelunvec | Functions for work with a simple list specification of pcarma... |

pcPlot | Plot periodic time series |

pc.sdfactor | Compute normalising factors |

pc.test.LjungBox | McLeod-Ljung-Box test for periodic white noise |

pcTest-methods | Test for periodicity |

pc.test.periodicity | McLeod's test for periodic autocorrelation |

pctime | Functions for some basic operations with seasons |

pcts-deprecated | Deprecated Functions in Package 'pcts' |

pcts-methods | Create objects from periodic time series classes |

pcts_reexports | Objects exported from other packages |

pc.wn.var.acrf | Variances of sample periodic autocorrelations |

pdSafeParOrder | Functions for some basic operations with seasons |

PeriodicArmaFilter-class | Class '"PeriodicArmaFilter"' |

PeriodicArmaModel-class | ~~ Dummy title ~~ |

PeriodicArmaSpec-class | ~~ Dummy title ~~ |

PeriodicArModel-class | ~~ Dummy title ~~ |

PeriodicArModel-methods | Create objects from class PeriodicArModel |

PeriodicAutocorrelations-class | ~~ Dummy title ~~ |

PeriodicAutocovarianceModel-class | ~~ Dummy title ~~ |

PeriodicAutocovariances-class | ~~ Dummy title ~~ |

PeriodicAutocovarianceSpec-class | ~~ Dummy title ~~ |

PeriodicBJFilter-class | Class PeriodicBJFilter |

PeriodicFilterModel-class | ~~ Dummy title ~~ |

PeriodicIntegratedArmaSpec-class | ~~ Dummy title ~~ |

PeriodicInterceptSpec-class | ~~ Dummy title ~~ |

PeriodicMaModel-class | ~~ Dummy title ~~ |

PeriodicMTS-class | Class '"PeriodicMTS"' |

PeriodicMTS_ts-class | Class '"PeriodicMTS_ts"' |

PeriodicMTS_zooreg-class | Class '"PeriodicMTS_zooreg"' |

PeriodicSPFilter-class | Class PeriodicSPFilter |

PeriodicTimeSeries-class | Class PeriodicTimeSeries |

PeriodicTS-class | Class '"PeriodicTS"' |

PeriodicTS_ts-class | Class '"PeriodicTS_ts"' |

PeriodicTS_zooreg-class | Class '"PeriodicTS_zooreg"' |

PeriodicVector-class | Class PeriodicVector |

permean2intercept | Convert between periodic centering and intercepts |

permodelmf | Compute the multi-companion form of a per model |

pi1ar2par | Convert PIAR coefficients to PAR coefficients |

PiPeriodicArmaModel-class | ~~ Dummy title ~~ |

PiPeriodicArModel-class | ~~ Dummy title ~~ |

PiPeriodicMaModel-class | ~~ Dummy title ~~ |

SamplePeriodicAutocorrelations-class | ~~ Dummy title ~~ |

SamplePeriodicAutocovariances-class | ~~ Dummy title ~~ |

seqSeasons-methods | Methods for seqSeasons() in package pcts |

sigmaSq-methods | Methods for 'sigmaSq' in package pcts |

sim_parAcvf | Create a random periodic autocovariance function |

sim_parCoef | Generate a periodic autoregression model |

sim_pc | Simulate Periodically Correlated ARMA Series |

SimpleCycle-class | Class SimpleCycle |

sim_pwn | Simulate periodic white noise |

SiPeriodicArmaModel-class | ~~ Dummy title ~~ |

SiPeriodicArModel-class | ~~ Dummy title ~~ |

SiPeriodicMaModel-class | ~~ Dummy title ~~ |

SLTypeMatrix-class | Class SLTypeMatrix |

tail-methods | Methods for function tail() in package pcts |

test_piar | Test for periodic integration |

unitCycle_ass-methods | Methods for '"unitCycle<-"()' in package pcts |

unitCycle-methods | Methods for unitCycle() in package pcts |

unitSeason_ass-methods | Methods for '"unitSeason<-"()' in package pcts |

unitSeason-methods | Methods for unitSeason() in package pcts |

Vec | Core data of periodic time series |

VirtualPeriodicArmaModel-class | ~~ Dummy title ~~ |

VirtualPeriodicArModel-class | ~~ Dummy title ~~ |

VirtualPeriodicAutocorrelations-class | ~~ Dummy title ~~ |

VirtualPeriodicAutocovarianceModel-class | ~~ Dummy title ~~ |

VirtualPeriodicAutocovariances-class | ~~ Dummy title ~~ |

VirtualPeriodicFilterModel-class | ~~ Dummy title ~~ |

VirtualPeriodicMaModel-class | ~~ Dummy title ~~ |

VirtualPeriodicMeanModel-class | ~~ Dummy title ~~ |

VirtualPeriodicModel-class | ~~ Dummy title ~~ |

VirtualPeriodicMonicFilter-class | ~~ Dummy title ~~ |

VirtualPeriodicStationaryModel-class | ~~ Dummy title ~~ |

VirtualPeriodicWhiteNoiseModel-class | ~~ Dummy title ~~ |

zoo-class | Class zoo made S4 |

zooreg-class | Virtual S4 class zooreg |

zzbracket_ass | Index assignments for objects from classes in package pcts |

zzbracket_bracket-methods | Methods for function”[[” in package 'pcts' |

zzbracket-methods | Indexing of objects from classes in package pcts |

zzdollar-methods | Methods for function'$' in package 'pcts' |

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