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DESCRIPTION
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DESCRIPTION
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Package: pcts
Type: Package
Title: Periodically Correlated and Periodically Integrated Time Series
Description: 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: 0.15-0
Date: 2020-06-03
Author: Georgi N. Boshnakov
Maintainer: Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
Depends: R (>= 3.5.0)
Imports: methods, sarima, Matrix, BB, PolynomF (>= 2.0-2), gbutils, zoo, xts, stats4,
lagged (>= 0.2.2), mcompanion, Rdpack (>= 0.9), lubridate
Suggests: testthat, pear, fUnitRoots, partsm, knitr, rmarkdown
RdMacros: Rdpack
LazyData: yes
URL: https://geobosh.github.io/pcts (website) https://github.com/GeoBosh/pcts (devel)
BugReports: https://github.com/GeoBosh/pcts/issues
License: GPL (>= 2)
Collate:
utils.R test1.r PeriodicCalc.R pcstat.R pc00smallutil.r pc02filters.r
pc03simu.r acfsums.R pcls.R pcarma_model.R pcarma_acf.R
generics.R autocovariances.R classCycle.R pcFilterClasses.R
PeriodicClasses.R cyclic.R FittedPeriodicModels.R fitPM.R pcTest.R
PeriodicVector.R sim.R optimcore.R trig.R
RoxygenNote: 7.1.0
VignetteBuilder: knitr