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.

Version: 1.6
Imports: corpcor, gnm, matlab, Matrix, signal, stats
Published: 2016-02-25
Author: Anna Dudek, Harry Hurd and Wioletta Wojtowicz
Maintainer: Wioletta Wojtowicz <wioletta.wojtowicz26 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: perARMA results

Documentation:

Reference manual: perARMA.pdf

Downloads:

Package source: perARMA_1.6.tar.gz
Windows binaries: r-devel: perARMA_1.6.zip, r-release: perARMA_1.6.zip, r-oldrel: perARMA_1.6.zip
macOS binaries: r-release (arm64): perARMA_1.6.tgz, r-oldrel (arm64): perARMA_1.6.tgz, r-release (x86_64): perARMA_1.6.tgz, r-oldrel (x86_64): perARMA_1.6.tgz
Old sources: perARMA archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=perARMA to link to this page.