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: 0.14-4
Depends: R (≥ 3.5.0), sarima
Imports: methods, Matrix, BB, PolynomF (≥ 2.0-2), gbutils, zoo, ltsa, stats4, lagged (≥ 0.2.2), mcompanion, Rdpack (≥ 0.9), lubridate
Suggests: testthat, pear, fUnitRoots, partsm
Published: 2020-02-16
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 https://github.com/GeoBosh/pcts
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: pcts results


Reference manual: pcts.pdf
Package source: pcts_0.14-4.tar.gz
Windows binaries: r-devel: pcts_0.14-4.zip, r-devel-gcc8: pcts_0.14-4.zip, r-release: pcts_0.14-4.zip, r-oldrel: pcts_0.14-4.zip
OS X binaries: r-release: pcts_0.14-4.tgz, r-oldrel: pcts_0.14-4.tgz
Old sources: pcts archive


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