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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.15.8 |
rolling linux/jammy R-4.5 | pcts_0.15.8.tar.gz |
1.9 MiB |
0.15.8 |
rolling linux/noble R-4.5 | pcts_0.15.8.tar.gz |
1.9 MiB |
0.15.8 |
rolling source/ R- | pcts_0.15.8.tar.gz |
452.9 KiB |
0.15.8 |
latest linux/jammy R-4.5 | pcts_0.15.8.tar.gz |
1.9 MiB |
0.15.8 |
latest linux/noble R-4.5 | pcts_0.15.8.tar.gz |
1.9 MiB |
0.15.8 |
latest source/ R- | pcts_0.15.8.tar.gz |
452.9 KiB |
0.15.8 |
2026-04-26 source/ R- | pcts_0.15.8.tar.gz |
452.9 KiB |
0.15.8 |
2026-04-23 source/ R- | pcts_0.15.8.tar.gz |
452.9 KiB |
0.15.8 |
2026-04-09 windows/windows R-4.5 | pcts_0.15.8.zip |
1.9 MiB |
0.15.8 |
2025-04-20 source/ R- | pcts_0.15.8.tar.gz |
452.9 KiB |