Seasonal Functional Autoregressive Models
Create block diagonal matrix
Return inverse square root of square positive-definite matrix.
Prediction of an SFAR model
Rsfar: A Package for Seasonal Functional Autoregressive Models.
Simulation of a Seasonal Functional Autoregressive SFAR(1) process.
Estimation of an SFAR(1) Model
This is a collection of functions designed for simulating, estimating and forecasting seasonal functional autoregressive time series of order one. These methods are addressed in the manuscript: <https://www.monash.edu/business/ebs/research/publications/ebs/wp16-2019.pdf>.