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>.

Version: 0.15
Depends: R (≥ 3.5.0)
Imports: methods, sarima, Matrix, BB, PolynomF (≥ 2.0-2), gbutils, zoo, xts, stats4, lagged (≥ 0.2.2), mcompanion, Rdpack (≥ 0.9), lubridate
Suggests: testthat, fUnitRoots, partsm, knitr, rmarkdown
Published: 2020-10-31
Author: Georgi N. Boshnakov
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
BugReports: https://github.com/GeoBosh/pcts/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://geobosh.github.io/pcts/ (website) https://github.com/GeoBosh/pcts/ (devel)
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: pcts results


Reference manual: pcts.pdf
Vignettes: pcts_data
Package source: pcts_0.15.tar.gz
Windows binaries: r-devel: pcts_0.15.zip, r-release: pcts_0.15.zip, r-oldrel: pcts_0.15.zip
macOS binaries: r-release: pcts_0.15.tgz, r-oldrel: pcts_0.15.tgz
Old sources: pcts archive


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