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perARMA

Periodic Time Series Analysis

Identification, model fitting and estimation for time series with periodic structure. Additionally, procedures for simulation of periodic processes and real data sets are included. Hurd, H. L., Miamee, A. G. (2007) <doi:10.1002/9780470182833> Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) <doi:10.1111/jtsa.12194> Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8) Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543) Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6) Bloomfield, P., Hurd, H. L.,Lund, R. (1994) <doi:10.1111/j.1467-9892.1994.tb00181.x> Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) <doi:10.1080/00401706.1985.10488076> Vecchia, A. (1985) <doi:10.1111/j.1752-1688.1985.tb00167.x> Jones, R., Brelsford, W. (1967) <doi:10.1093/biomet/54.3-4.403> Makagon, A. (1999) <https://www.math.uni.wroc.pl/~pms/files/19.2/Article/19.2.5.pdf> Sakai, H. (1989) <doi:10.1111/j.1467-9892.1991.tb00069.x> Gladyshev, E. G. (1961) <https://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=dan&paperid=24851> Ansley (1979) <doi:10.1093/biomet/66.1.59> Hurd, H. L., Gerr, N. L. (1991) <doi:10.1111/j.1467-9892.1991.tb00088.x>.

Versions across snapshots

VersionRepositoryFileSize
1.7 rolling linux/jammy R-4.5 perARMA_1.7.tar.gz 273.4 KiB
1.7 rolling linux/noble R-4.5 perARMA_1.7.tar.gz 273.4 KiB
1.7 rolling source/ R- perARMA_1.7.tar.gz 49.9 KiB
1.7 latest linux/jammy R-4.5 perARMA_1.7.tar.gz 273.4 KiB
1.7 latest linux/noble R-4.5 perARMA_1.7.tar.gz 273.4 KiB
1.7 latest source/ R- perARMA_1.7.tar.gz 49.9 KiB
1.7 2026-04-26 source/ R- perARMA_1.7.tar.gz 49.9 KiB
1.7 2026-04-23 source/ R- perARMA_1.7.tar.gz 49.9 KiB
1.7 2026-04-09 windows/windows R-4.5 perARMA_1.7.zip 277.4 KiB
1.7 2025-04-20 source/ R- perARMA_1.7.tar.gz 49.9 KiB

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