pcts0.15.7 package

Class PeriodicBJFilter

Class PeriodicFilterModel

Class PeriodicIntegratedArmaSpec

Class PeriodicInterceptSpec

Class PeriodicMaModel

Class "PeriodicMTS"

Class "PeriodicMTS_ts"

Class "PeriodicMTS_zooreg"

Class PeriodicSPFilter

Class PeriodicTimeSeries

Class "PeriodicTS"

Class "PeriodicTS_ts"

Class "PeriodicTS_zooreg"

Class PeriodicVector

Convert between periodic centering and intercepts

Compute the multi-companion form of a per model

Convert PIAR coefficients to PAR coefficients

Class PiPeriodicArmaModel

Class PiPeriodicArModel

Class PiPeriodicMaModel

Class SamplePeriodicAutocorrelations

Class SamplePeriodicAutocovariances

Methods for seqSeasons() in package pcts

Methods for sigmaSq in package pcts

Create a random periodic autocovariance function

Generate a periodic autoregression model

Simulate periodically correlated ARMA series

Simulate periodic white noise

function to compute estimates of the h weights

Functions for work with a simple list specification of pcarma models

McLeod-Ljung-Box test for periodic white noise

McLeod's test for periodic autocorrelation

Variances of sample periodic autocorrelations

Compute normalising factors

Get names of seasons

Replace methods for as_date in package pcts

Methods for as_datetime in package pcts

Compute autocorrelations and periodic autocorrelations

Compute autocovariances and periodic autocovariances

Time of first or last non-NA value

Compute periodic backward partial coefficients

Compute periodic backward partial variances

Class BareCycle

Class BasicCycle

Class "BuiltinCycle" and its subclasses in package 'pcts'

Class "Cyclic"

Create objects from class Cyclic

Replace methods for date in package pcts

Get the coefficients of a periodic filter

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Fit a subset trigonometric PAR model

Fit periodic time series models

Class FittedPeriodicArmaModel

Class FittedPeriodicArModel

Methods for function head() in package pcts

Class LegacyPeriodicFilterModel

Methods for function maxLag() in package 'pcts'

Create environment for mc-fitting

Class mcOptimCore

Asymptotic covariance matrix of periodic mean

Get the cycle of a periodic object

Class ModelCycleSpec

Basic information about periodic ts objects

Number of seasons of a periodic object

Number of observations in a time series

Fit PAR model using sample autocorrelations

Compute asymptotic covariance matrix for PAR model

Compute periodic partial autocorrelations

Compute periodic partial autocovariances

Compute periodic partial coefficients

Class PartialCycle

Class PartialPeriodicAutocorrelations

Compute periodic partial variances

Fit a PC-ARMA model to a periodic autocovariance function

Applies a periodic ARMA filter to a time series

Filter time series with periodic arma filters

Compute PAR autocovariance matrix

Periodic Levinson-Durbin algorithm

Give partial periodic autocorrelations or other partial prediction qua...

Apply a function to each season

Compute the sum of squares for a given PAR model

Compute periodic autocorrelations from PAR coefficients

Functions to compute various characteristics of a PCARMA model

Create or extract Cycle objects

Fit PAR models using least squares

Fit a periodically integrated autoregressive model

Compute periodic mean

Plot periodic time series

Test for periodicity

Convert between Pctime and datetime objects

Deprecated Functions and classes in Package pcts

Create objects from periodic time series classes

pd <- packageDescription("pcts") lb <- library(help="pcts", characte...

Periodic time series objects for examples

Objects exported from other packages

Functions for some basic operations with seasons

Class "PeriodicArmaFilter"

Class PeriodicArmaModel

Class PeriodicArmaSpec

Class PeriodicArModel

Create objects from class PeriodicArModel

Class PeriodicAutocorrelations

Class PeriodicAutocovariances

Class SimpleCycle

Class SiPeriodicArmaModel

Class SiPeriodicArModel

Class SiPeriodicMaModel

Functions for some basic operations with seasons

Class SLTypeMatrix

Class SubsetPM

Methods for function tail() in package pcts

Test for periodic integration

Methods for unitCycle and unitSeason in package pcts

Methods for unitCycle<- and unitSeason<- in package pcts

Core data of periodic time series

Class VirtualPeriodicArmaModel

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Periodic methods for base R functions

Class zoo made S4

Virtual S4 class zooreg

Indexing of objects from classes in package pcts

Index assignments for objects from classes in package pcts

Methods for function[[ in package 'pcts'

Methods for function$ in package 'pcts'