Rsfar-package: Rsfar: A Package for Seasonal Functional Autoregressive...

In haghbinh/sfar: Seasonal Functional Autoregressive Models

Description

The Rsfar package provides the collection of necessary functions for simulating, estimating and forecasting seasonal functional autoregressive time series of order one.

Details

Functional autoregressive models are popular for functional time series analysis, but the standard formulation fails to address seasonal behavior in functional time series data. To overcome this shortcoming, we introduce seasonal functional autoregressive time series models. For the model of order one, we provide estimation, prediction and simulation methods.

References

Atefeh Z., Hossein H., Maryam H., and R.J Hyndman (2021). Seasonal functional autoregressive models. Manuscript submitted for publication. https://robjhyndman.com/publications/sfar/

See Also

sfar, predict.sfar,

haghbinh/sfar documentation built on May 22, 2021, 2:01 p.m.