partsm: Periodic Autoregressive Time Series Models

Basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancements are expected, and the maintainer cannot provide any support.

Version: 1.1-3
Depends: R (≥ 2.14.0)
Imports: methods
Published: 2020-11-25
DOI: 10.32614/CRAN.package.partsm
Author: Javier Lopez-de-Lacalle [aut, cph], Matthieu Stigler ORCID iD [cre]
Maintainer: Matthieu Stigler <Matthieu.Stigler at>
License: GPL-2
NeedsCompilation: no
Materials: ChangeLog
In views: TimeSeries
CRAN checks: partsm results


Reference manual: partsm.pdf
Vignettes: partsm vignette


Package source: partsm_1.1-3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): partsm_1.1-3.tgz, r-oldrel (arm64): partsm_1.1-3.tgz, r-release (x86_64): partsm_1.1-3.tgz, r-oldrel (x86_64): partsm_1.1-3.tgz
Old sources: partsm archive


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