Periodic Autoregressive Time Series Models
Autocorrelation function for several transformations of the original d...
Fit an Autoregressive or Periodic Autoregressive Model
fit.partsm Class
Fit a Periodically Integrated Autoregressive Model.
fit.piartsm Class
Test for the Significance of the p+1 Autoregressive Parameters in an A...
Test for Periodic Variation in the Autoregressive Parameters
Test for a Parameter Restriction in a PAR Model.
Test for Seasonal Heteroskedasticity
Ftest.partsm Class
LRur.partsm Class
Likelihood Ratio Test for a Single Unit Root in a PAR(p) Model
MVPAR Class
MVPIAR Class
Method for Building the Matrices for the Multivariate Representation o...
Multivariate representation of a PAR model
Graphical Representation of the Periodically Differenced Data
Plot of the Out-of-Sample Forecasts in a PIAR Model
pred.piartsm Class
Predictions for a Restricted Periodic Autoregressive Model
Methods for Function 'show' in Package 'partsm'
Methods for Function 'summary' in Package 'partsm'
Basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancements are expected, and the maintainer cannot provide any support.