Periodic Time Series Analysis
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 23includes a package overview page
- Examples that run
- 82%18 run in a plain check · 3 only when donttest examples are enabled (R CMD check --as-cran) · 1 hold no code
- Exported functions with examples
- 95%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 78%
Also includes 1 demo script (run with demo())
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Dependencies
Code & Tests
Datasets
People & History
Previously maintained by Wioletta Wojtowicz (1.1 to 1.6).
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-11-17
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-05-25requires archived package 'matlab'
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
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Package metadata
- First published
- 2013-01-10
- Total releases
- 8 / 13 yrs
- License
- GPL (>= 2.0)
- Bundled data
- 4.9 KB / 3 files
- Download size
- 49 KB
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