pcts

Periodically Correlated and Periodically Integrated Time Series

v0.15.8 · Mar 17, 2025 · GPL (>= 2)

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>.

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OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026

ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026

ERROR r-devel-linux-x86_64-debian-gcc

PDF version of manual

Rd conversion errors:
Converting parsed Rd's to LaTeX ...........Warning in file(out, "wt") :
  cannot open file '/tmp/RtmpYAJ4mR/ltx31af4370f30a63/pcts-package.tex': No space left on device
Error in file(out, "wt") : cannot open the connection

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Version History

11 tracked

new 0.15.8 Mar 10, 2026

updated 0.15.8 ← 0.15.7 diff Mar 16, 2025

updated 0.15.7 ← 0.15.6 diff Nov 24, 2023

updated 0.15.6 ← 0.15.5 diff Nov 19, 2023

updated 0.15.5 ← 0.15.4 diff Oct 23, 2022

updated 0.15.4 ← 0.15.3 diff Sep 28, 2022

updated 0.15.3 ← 0.15.2 diff Sep 10, 2022

updated 0.15.2 ← 0.15 diff Jan 11, 2022

updated 0.15 ← 0.14-4 diff Oct 30, 2020

updated 0.14-4 ← 0.14-3 diff Feb 15, 2020

new 0.14-3 Jan 8, 2020