perARMA: Periodic Time Series Analysis
Identification, model fitting and estimation for time series with periodic structure.
Additionally, procedures for simulation of periodic processes
and real data sets are included.
Hurd, H. L., Miamee, A. G. (2007) <doi:10.1002/9780470182833>
Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) <doi:10.1111/jtsa.12194>
Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8)
Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543)
Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6)
Bloomfield, P., Hurd, H. L.,Lund, R. (1994)
<doi:10.1111/j.1467-9892.1994.tb00181.x>
Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3)
Vecchia, A. (1985) <doi:10.1080/00401706.1985.10488076>
Vecchia, A. (1985) <doi:10.1111/j.1752-1688.1985.tb00167.x>
Jones, R., Brelsford, W. (1967) <doi:10.1093/biomet/54.3-4.403>
Makagon, A. (1999)
<https://www.math.uni.wroc.pl/~pms/files/19.2/Article/19.2.5.pdf>
Sakai, H. (1989) <doi:10.1111/j.1467-9892.1991.tb00069.x>
Gladyshev, E. G. (1961)
<https://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=dan&paperid=24851>
Ansley (1979) <doi:10.1093/biomet/66.1.59>
Hurd, H. L., Gerr, N. L. (1991) <doi:10.1111/j.1467-9892.1991.tb00088.x>.
Version: |
1.7 |
Imports: |
corpcor, gnm, matlab, Matrix, signal, stats |
Published: |
2023-11-17 |
Author: |
Anna Dudek [aut],
Harry Hurd [aut],
Wioletta Wojtowicz [aut],
Karolina Marek [cre] |
Maintainer: |
Karolina Marek <karolina.marek10 at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
NeedsCompilation: |
no |
In views: |
TimeSeries |
CRAN checks: |
perARMA results |
Documentation:
Downloads:
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