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pcts

Periodically Correlated and Periodically Integrated Time Series

v0.15.8 · Mar 17, 2025 · GPL (>= 2)
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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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r-patched-linux-x86_64 OK
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Check History

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

Dependency Network

Dependencies Reverse dependencies sarima Matrix BB PolynomF gbutils zoo xts stats4 lagged mcompanion Rdpack lubridate pcts

Version History

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