mar1s: Multiplicative AR(1) with Seasonal Processes

Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.

Version: 2.1
Depends: cmrutils, fda, zoo
Published: 2013-10-27
Author: Andrey Paramonov
Maintainer: Andrey Paramonov <cmr.Pent at gmail.com>
License: GPL (≥ 3)
URL: http://aparamon.msk.ru/svn/study/R-packages/mar1s/
NeedsCompilation: no
In views: TimeSeries
CRAN checks: mar1s results

Downloads:

Reference manual: mar1s.pdf
Package source: mar1s_2.1.tar.gz
Windows binaries: r-devel: mar1s_2.1.zip, r-release: mar1s_2.1.zip, r-oldrel: mar1s_2.1.zip
OS X El Capitan binaries: r-release: mar1s_2.1.tgz
OS X Mavericks binaries: r-oldrel: mar1s_2.1.tgz
Old sources: mar1s archive

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